+685.8%
RIOT vs BURL
+247.8%
+438.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +3.0% |
| 7D | +29.0% | +5.9% | +23.1% | +25.6% |
| 30D | +7.1% | -8.3% | +15.4% | +11.4% |
| 3M | -6.8% | -31.6% | +24.8% | +10.3% |
| 6M | -24.9% | -16.6% | -8.3% | -20.7% |
| YTD | +42.7% | -12.1% | +54.8% | +47.0% |
| 1Y | +4.4% | -10.0% | +14.4% | +4.5% |
| 3Y | +74.5% | +94.3% | -19.8% | +15.6% |
| 5Y | -50.5% | -13.2% | -37.2% | -53.9% |
| 10Y | +685.8% | +252.5% | +433.3% | +381.0% |
| All | +685.8% | +247.8% | +438.0% | +381.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling