+65.7%
RIOT vs BURL
-9.5%
+75.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | +14.8% | -2.8% | +17.6% | +15.3% |
| 30D | +1.4% | -28.2% | +29.6% | +6.5% |
| 3M | -20.6% | -17.6% | -3.0% | -19.1% |
| 6M | +31.9% | -11.8% | +43.7% | +33.9% |
| YTD | +72.1% | -8.1% | +80.2% | +74.9% |
| 1Y | +65.7% | -12.0% | +77.6% | +59.4% |
| All | +65.7% | -9.5% | +75.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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