+791.7%
RIOT vs BRO
+307.9%
+483.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | -7.3% | +5.8% | +3.0% |
| 30D | +5.7% | -6.9% | +12.5% | +9.6% |
| 3M | -17.9% | +10.7% | -28.5% | -27.1% |
| 6M | +45.0% | -2.7% | +47.7% | +38.5% |
| YTD | +69.5% | -16.3% | +85.8% | +78.3% |
| 1Y | +37.2% | -29.1% | +66.3% | +64.3% |
| 3Y | +111.7% | -7.8% | +119.6% | +93.5% |
| 5Y | -27.5% | +18.7% | -46.3% | -45.4% |
| 10Y | +511.1% | +291.9% | +219.2% | +122.3% |
| All | +791.7% | +307.9% | +483.8% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling