-29.3%
RIOT vs BAH
+1.2%
-30.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.8% | -9.9% | -6.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.6% |
| 30D | +3.5% | -2.9% | +6.5% | +4.0% |
| 3M | -13.0% | -1.3% | -11.7% | -13.4% |
| 6M | +43.1% | -0.9% | +44.0% | +41.2% |
| YTD | +65.4% | -8.2% | +73.6% | +66.6% |
| 1Y | +27.7% | -24.0% | +51.7% | +37.0% |
| 3Y | +91.3% | -28.1% | +119.4% | +95.4% |
| 5Y | -29.3% | +2.5% | -31.8% | -40.2% |
| All | -29.3% | +1.2% | -30.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling