-26.6%
RIOT vs BROS
+41.2%
-67.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.8% |
| 7D | +25.1% | -0.9% | +26.1% | +25.3% |
| 30D | +8.5% | -13.5% | +21.9% | +15.0% |
| 3M | -13.4% | -18.4% | +5.1% | -8.1% |
| 6M | +57.1% | -10.6% | +67.7% | +59.4% |
| YTD | +75.7% | -25.1% | +100.7% | +93.2% |
| 1Y | +65.6% | -28.6% | +94.3% | +84.2% |
| 3Y | +103.3% | +65.6% | +37.7% | +44.8% |
| All | -26.6% | +41.2% | -67.8% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling