+117.7%
RIOT vs BAH
-31.4%
+149.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +18.4% | -1.3% | +19.8% | +18.7% |
| 30D | +13.8% | -6.6% | +20.4% | +15.0% |
| 3M | -12.7% | -7.2% | -5.6% | -11.5% |
| 6M | +50.1% | -10.0% | +60.1% | +52.8% |
| YTD | +74.2% | -12.5% | +86.6% | +78.1% |
| 1Y | +45.1% | -27.9% | +73.0% | +56.7% |
| All | +117.7% | -31.4% | +149.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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