+619.6%
RIOT vs BURL
+232.1%
+387.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | 0.0% |
| 7D | +4.8% | -1.6% | +6.4% | +5.7% |
| 30D | +16.0% | -7.7% | +23.8% | +20.4% |
| 3M | -8.8% | -31.7% | +22.9% | +8.1% |
| 6M | -29.7% | -15.2% | -14.5% | -26.3% |
| YTD | +38.3% | -15.9% | +54.2% | +45.5% |
| 1Y | +26.2% | -14.2% | +40.4% | +29.3% |
| 3Y | +79.0% | +93.5% | -14.6% | +18.6% |
| 5Y | -60.4% | -9.9% | -50.5% | -63.4% |
| All | +619.6% | +232.1% | +387.5% | +347.5% |
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