-20.3%
RIOT vs BRO
-3.6%
-16.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.5% | +5.2% | +13.3% |
| 7D | +6.4% | +12.4% | -6.1% | +17.9% |
| 30D | -20.4% | +21.6% | -42.0% | -5.1% |
| 3M | -28.7% | +4.3% | -33.0% | -24.1% |
| 6M | -17.7% | +29.2% | -46.9% | +0.1% |
| YTD | +21.3% | -6.4% | +27.7% | +29.5% |
| 1Y | -20.3% | -5.3% | -14.9% | -15.4% |
| All | -20.3% | -3.6% | -16.7% | -15.4% |
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