+94.4%
RIOT vs BTSG
+416.6%
-322.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.3% |
| 7D | +18.4% | +2.9% | +15.5% | +16.4% |
| 30D | +13.8% | +0.9% | +12.9% | +12.2% |
| 3M | -12.7% | +1.6% | -14.4% | -14.9% |
| 6M | +50.1% | +46.8% | +3.3% | +14.7% |
| YTD | +74.2% | +65.5% | +8.7% | +22.9% |
| 1Y | +45.1% | +136.2% | -91.1% | -18.2% |
| All | +94.4% | +416.6% | -322.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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