-29.2%
RIOT vs BROS
+35.1%
-64.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.0% |
| 7D | -1.5% | -5.8% | +4.2% | +1.1% |
| 30D | +5.7% | -14.0% | +19.6% | +12.4% |
| 3M | -17.9% | -32.5% | +14.6% | -5.0% |
| 6M | +45.0% | -14.9% | +59.9% | +50.4% |
| YTD | +69.5% | -28.3% | +97.7% | +90.1% |
| 1Y | +37.2% | -34.0% | +71.2% | +58.0% |
| 3Y | +111.7% | +63.0% | +48.8% | +51.8% |
| All | -29.2% | +35.1% | -64.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling