-20.3%
RIOT vs BTI
+24.7%
-44.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.2% | +10.0% |
| 7D | +6.4% | +5.3% | +1.1% | +6.9% |
| 30D | -20.4% | +19.1% | -39.5% | -20.1% |
| 3M | -28.7% | +6.5% | -35.2% | -27.5% |
| 6M | -17.7% | +9.4% | -27.1% | -20.6% |
| YTD | +21.3% | +14.4% | +6.9% | +15.8% |
| 1Y | -20.3% | +23.9% | -44.1% | -32.7% |
| All | -20.3% | +24.7% | -44.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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