+627.6%
RIOT vs BAH
+250.9%
+376.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +4.8% | +1.7% | +3.1% | +4.3% |
| 30D | +16.0% | +20.8% | -4.8% | +8.5% |
| 3M | -8.8% | +11.6% | -20.4% | -13.2% |
| 6M | -29.7% | +23.1% | -52.8% | -36.2% |
| YTD | +38.3% | +5.3% | +33.0% | +31.3% |
| 1Y | +26.2% | +6.1% | +20.1% | +19.2% |
| 3Y | +79.0% | -27.5% | +106.4% | +88.4% |
| 5Y | -60.4% | +6.2% | -66.5% | -65.6% |
| 10Y | +638.6% | +202.2% | +436.3% | +442.5% |
| All | +627.6% | +250.9% | +376.7% | +476.0% |
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