-29.3%
RIOT vs BAX
-67.5%
+38.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.7% |
| 7D | -0.9% | -5.4% | +4.5% | +1.2% |
| 30D | +3.5% | -12.4% | +15.9% | +8.7% |
| 3M | -13.0% | +19.1% | -32.1% | -19.8% |
| 6M | +43.1% | +38.6% | +4.5% | +23.7% |
| YTD | +65.4% | +26.7% | +38.6% | +45.1% |
| 1Y | +27.7% | +1.0% | +26.7% | +22.6% |
| 3Y | +91.3% | -33.9% | +125.2% | +115.5% |
| 5Y | -29.3% | -67.0% | +37.8% | +15.5% |
| All | -29.3% | -67.5% | +38.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling