+659.2%
RIOT vs B
+243.9%
+415.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | +18.9% | -2.7% | +21.6% | +20.2% |
| 30D | +11.0% | -4.3% | +15.3% | +13.3% |
| 3M | -9.7% | -2.3% | -7.4% | -8.4% |
| 6M | -27.9% | -16.2% | -11.6% | -22.0% |
| YTD | +44.3% | -8.8% | +53.1% | +52.6% |
| 1Y | +13.3% | +11.4% | +1.9% | +11.1% |
| 3Y | +76.4% | +174.3% | -97.8% | +16.9% |
| 5Y | -53.8% | +116.2% | -169.9% | -66.7% |
| 10Y | +670.6% | +222.7% | +447.9% | +412.7% |
| All | +659.2% | +243.9% | +415.3% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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