+106.6%
RIOT vs BROS
+57.4%
+49.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.7% | -3.6% |
| 7D | -0.9% | -6.1% | +5.2% | +1.8% |
| 30D | +3.5% | -12.4% | +15.9% | +9.1% |
| 3M | -13.0% | -27.9% | +14.9% | -2.8% |
| 6M | +43.1% | -16.8% | +59.9% | +48.9% |
| YTD | +65.4% | -29.0% | +94.4% | +84.7% |
| 1Y | +27.7% | -33.2% | +60.9% | +45.1% |
| All | +106.6% | +57.4% | +49.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling