+824.5%
RIOT vs BBWI
-62.6%
+887.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.2% |
| 7D | +25.1% | +1.6% | +23.6% | +24.5% |
| 30D | +8.5% | -6.2% | +14.7% | +9.7% |
| 3M | -13.4% | +4.3% | -17.7% | -16.0% |
| 6M | +57.1% | -7.2% | +64.3% | +56.8% |
| YTD | +75.7% | -3.0% | +78.7% | +71.7% |
| 1Y | +65.6% | -30.8% | +96.4% | +78.9% |
| 3Y | +103.3% | -43.4% | +146.7% | +127.5% |
| 5Y | -26.7% | -66.7% | +40.0% | -4.7% |
| 10Y | +527.2% | -55.7% | +582.8% | +572.9% |
| All | +824.5% | -62.6% | +887.0% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling