-29.3%
RIOT vs BBWI
-69.5%
+40.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.4% |
| 7D | -0.9% | -8.0% | +7.1% | +2.8% |
| 30D | +3.5% | -6.6% | +10.1% | +5.0% |
| 3M | -13.0% | -2.7% | -10.3% | -14.1% |
| 6M | +43.1% | -12.8% | +55.9% | +46.1% |
| YTD | +65.4% | -10.5% | +75.8% | +65.0% |
| 1Y | +27.7% | -35.3% | +63.1% | +46.3% |
| 3Y | +91.3% | -47.7% | +139.1% | +125.4% |
| 5Y | -29.3% | -68.9% | +39.6% | +29.4% |
| All | -29.3% | -69.5% | +40.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling