-20.3%
RIOT vs BDX
+54.0%
-74.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.1% | +10.2% |
| 7D | +6.4% | +7.2% | -0.8% | +7.3% |
| 30D | -20.4% | +15.8% | -36.2% | -18.8% |
| 3M | -28.7% | +23.7% | -52.4% | -26.8% |
| 6M | -17.7% | +44.8% | -62.6% | -17.4% |
| YTD | +21.3% | +39.8% | -18.5% | +25.6% |
| 1Y | -20.3% | +52.3% | -72.6% | -14.0% |
| All | -20.3% | +54.0% | -74.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling