-26.7%
RIOT vs BND
-2.6%
-24.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -1.5% | -1.0% | -0.5% | +0.4% |
| 30D | +5.7% | -1.1% | +6.8% | +8.0% |
| 3M | -17.9% | -1.9% | -16.0% | -14.8% |
| 6M | +45.0% | -1.6% | +46.6% | +50.9% |
| YTD | +69.5% | -1.2% | +70.7% | +75.1% |
| 1Y | +37.2% | -0.7% | +37.9% | +40.4% |
| 3Y | +111.7% | +12.5% | +99.2% | +67.7% |
| All | -26.7% | -2.6% | -24.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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