+111.7%
RIOT vs AUR
+84.2%
+27.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +5.7% | -6.4% | +12.1% | +8.1% |
| 3M | -17.9% | +7.7% | -25.6% | -21.0% |
| 6M | +45.0% | +44.5% | +0.5% | +22.2% |
| YTD | +69.5% | +67.4% | +2.0% | +35.7% |
| 1Y | +37.2% | +15.4% | +21.7% | +26.3% |
| 3Y | +111.7% | +94.8% | +16.9% | +38.5% |
| All | +111.7% | +84.2% | +27.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling