+485.8%
RIOT vs BBWI
-55.0%
+540.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +0.2% |
| 7D | -1.5% | -4.8% | +3.3% | +0.1% |
| 30D | +5.7% | +3.5% | +2.2% | +3.1% |
| 3M | -17.9% | -0.3% | -17.6% | -19.2% |
| 6M | +45.0% | -5.4% | +50.3% | +43.5% |
| YTD | +69.5% | -4.7% | +74.2% | +66.3% |
| 1Y | +37.2% | -30.5% | +67.7% | +48.1% |
| 3Y | +111.7% | -44.3% | +156.1% | +138.4% |
| 5Y | -27.5% | -66.9% | +39.4% | -5.0% |
| All | +485.8% | -55.0% | +540.7% | +650.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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