-29.6%
RIOT vs BP
+141.6%
-171.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.5% |
| 7D | +18.4% | +4.0% | +14.4% | +16.6% |
| 30D | +13.8% | +7.8% | +5.9% | +10.3% |
| 3M | -12.7% | +8.4% | -21.1% | -16.2% |
| 6M | +50.1% | +15.1% | +35.1% | +36.3% |
| YTD | +74.2% | +36.4% | +37.8% | +44.8% |
| 1Y | +45.1% | +40.9% | +4.2% | +18.4% |
| 3Y | +101.6% | +38.8% | +62.7% | +63.5% |
| 5Y | -29.6% | +141.1% | -170.7% | -64.0% |
| All | -29.6% | +141.6% | -171.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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