+65.7%
RIOT vs BRO
-24.4%
+90.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +2.1% |
| 7D | +14.8% | -2.6% | +17.4% | +12.8% |
| 30D | +1.4% | +0.9% | +0.5% | +2.3% |
| 3M | -20.6% | +24.8% | -45.4% | -11.6% |
| 6M | +31.9% | -0.1% | +32.0% | +40.8% |
| YTD | +72.1% | -9.7% | +81.8% | +80.6% |
| 1Y | +65.7% | -24.5% | +90.1% | +83.5% |
| All | +65.7% | -24.4% | +90.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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