+816.6%
RIOT vs BG
+197.8%
+618.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +18.4% | +0.5% | +17.9% | +18.0% |
| 30D | +13.8% | +10.3% | +3.4% | +8.7% |
| 3M | -12.7% | -1.9% | -10.9% | -12.7% |
| 6M | +50.1% | +5.2% | +44.9% | +44.6% |
| YTD | +74.2% | +41.2% | +33.0% | +47.6% |
| 1Y | +45.1% | +50.5% | -5.4% | +18.4% |
| 3Y | +101.6% | +19.9% | +81.6% | +78.0% |
| 5Y | -29.6% | +86.7% | -116.3% | -49.6% |
| 10Y | +528.1% | +167.5% | +360.6% | +264.4% |
| All | +816.6% | +197.8% | +618.8% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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