+824.5%
RIOT vs BAX
-29.4%
+853.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +3.6% |
| 7D | +25.1% | -2.4% | +27.6% | +26.2% |
| 30D | +8.5% | -9.7% | +18.2% | +12.6% |
| 3M | -13.4% | +29.3% | -42.6% | -22.8% |
| 6M | +57.1% | +40.7% | +16.5% | +35.3% |
| YTD | +75.7% | +30.3% | +45.4% | +53.1% |
| 1Y | +65.6% | +3.4% | +62.2% | +57.5% |
| 3Y | +103.3% | -32.0% | +135.3% | +123.7% |
| 5Y | -26.7% | -66.9% | +40.1% | +8.2% |
| 10Y | +527.2% | -37.1% | +564.2% | +757.7% |
| All | +824.5% | -29.4% | +853.9% | +1,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling