-30.1%
RIOT vs AUR
-36.7%
+6.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.6% | -2.5% | -4.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +3.5% | -8.9% | +12.4% | +7.3% |
| 3M | -13.0% | +4.6% | -17.6% | -15.6% |
| 6M | +43.1% | +44.9% | -1.8% | +19.1% |
| YTD | +65.4% | +64.8% | +0.5% | +31.0% |
| 1Y | +27.7% | +16.4% | +11.4% | +17.1% |
| 3Y | +91.3% | +85.1% | +6.2% | +12.5% |
| 5Y | -29.3% | -36.1% | +6.9% | -51.2% |
| All | -30.1% | -36.7% | +6.6% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling