+633.5%
RIOT vs B
+272.1%
+361.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +3.8% |
| 7D | +49.2% | +11.3% | +37.8% | +42.2% |
| 30D | +4.6% | +2.9% | +1.6% | +3.5% |
| 3M | -13.9% | -2.9% | -11.1% | -12.4% |
| 6M | -26.7% | -1.2% | -25.5% | -26.0% |
| YTD | +39.4% | -1.3% | +40.7% | +42.6% |
| 1Y | +3.8% | +30.4% | -26.6% | -4.4% |
| 3Y | +73.0% | +195.3% | -122.3% | +11.1% |
| 5Y | -55.7% | +146.2% | -201.9% | -69.7% |
| 10Y | +685.8% | +200.5% | +485.4% | +424.9% |
| All | +633.5% | +272.1% | +361.3% | +330.1% |
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