+805.4%
RIOT vs BAH
+194.3%
+611.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | +14.8% | -3.2% | +18.0% | +16.0% |
| 30D | +1.4% | +2.0% | -0.6% | +0.1% |
| 3M | -20.6% | -7.6% | -13.0% | -19.4% |
| 6M | +31.9% | -5.7% | +37.6% | +31.3% |
| YTD | +72.1% | -11.7% | +83.8% | +75.0% |
| 1Y | +65.7% | -27.4% | +93.0% | +80.7% |
| 3Y | +97.5% | -32.5% | +130.0% | +112.0% |
| 5Y | -36.7% | -3.3% | -33.4% | -43.3% |
| 10Y | +550.1% | +186.0% | +364.2% | +432.4% |
| All | +805.4% | +194.3% | +611.1% | +667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling