+485.8%
RIOT vs BAX
-38.1%
+523.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.1% |
| 7D | -1.5% | -7.9% | +6.3% | +1.7% |
| 30D | +5.7% | -11.7% | +17.3% | +10.8% |
| 3M | -17.9% | +16.2% | -34.1% | -23.8% |
| 6M | +45.0% | +32.0% | +13.0% | +27.4% |
| YTD | +69.5% | +24.7% | +44.7% | +49.5% |
| 1Y | +37.2% | -2.6% | +39.8% | +33.5% |
| 3Y | +111.7% | -35.0% | +146.7% | +138.0% |
| 5Y | -27.5% | -67.6% | +40.0% | +10.8% |
| All | +485.8% | -38.1% | +523.9% | +569.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling