+37.2%
RIOT vs BRO
-27.7%
+64.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.4% |
| 7D | -1.5% | -7.3% | +5.8% | -6.0% |
| 30D | +5.7% | -6.9% | +12.5% | +1.4% |
| 3M | -17.9% | +10.7% | -28.5% | -15.0% |
| 6M | +45.0% | -2.7% | +47.7% | +49.4% |
| YTD | +69.5% | -16.3% | +85.8% | +72.2% |
| 1Y | +37.2% | -29.1% | +66.3% | +60.7% |
| All | +37.2% | -27.7% | +64.9% | +60.7% |
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