+627.6%
RIOT vs BP
+176.3%
+451.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | +4.8% | +3.8% | +1.0% | +2.7% |
| 30D | +16.0% | -5.3% | +21.3% | +18.5% |
| 3M | -8.8% | +9.3% | -18.0% | -15.3% |
| 6M | -29.7% | +7.2% | -36.9% | -35.1% |
| YTD | +38.3% | +38.0% | +0.2% | +6.1% |
| 1Y | +26.2% | +33.2% | -7.0% | -1.1% |
| 3Y | +79.0% | +50.3% | +28.7% | +27.1% |
| 5Y | -60.4% | +114.1% | -174.4% | -78.9% |
| 10Y | +638.6% | +140.7% | +497.9% | +282.0% |
| All | +627.6% | +176.3% | +451.4% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling