+627.6%
RIOT vs ARES
+1,276.7%
-649.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.5% |
| 7D | +4.8% | +0.5% | +4.4% | +4.5% |
| 30D | +16.0% | +19.7% | -3.6% | -0.2% |
| 3M | -8.8% | -9.0% | +0.2% | -3.0% |
| 6M | -29.7% | +11.5% | -41.2% | -38.0% |
| YTD | +38.3% | -13.8% | +52.1% | +47.7% |
| 1Y | +26.2% | -5.6% | +31.8% | +24.9% |
| 3Y | +79.0% | +36.1% | +42.8% | +38.1% |
| 5Y | -60.4% | +82.7% | -143.0% | -74.4% |
| 10Y | +638.6% | +1,101.7% | -463.1% | +117.3% |
| All | +627.6% | +1,276.7% | -649.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling