+51.8%
RIOT vs BURL
+86.7%
-35.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.6% | +14.8% | +13.9% |
| 7D | +30.4% | +4.1% | +26.4% | +28.4% |
| 30D | -9.9% | -9.5% | -0.4% | -6.3% |
| 3M | -21.2% | -33.5% | +12.3% | -7.4% |
| 6M | -29.5% | -22.1% | -7.4% | -24.1% |
| YTD | +31.9% | -14.6% | +46.5% | +36.4% |
| 1Y | -3.6% | -8.4% | +4.7% | -5.6% |
| 3Y | +51.8% | +86.6% | -34.8% | +18.1% |
| All | +51.8% | +86.7% | -35.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling