-53.8%
RIOT vs BURL
-9.5%
-44.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +18.9% | -0.8% | +19.7% | +19.4% |
| 30D | +11.0% | -4.4% | +15.4% | +13.5% |
| 3M | -9.7% | -28.6% | +18.9% | +7.3% |
| 6M | -27.9% | -12.3% | -15.6% | -25.5% |
| YTD | +44.3% | -11.3% | +55.6% | +47.8% |
| 1Y | +13.3% | -10.4% | +23.7% | +13.0% |
| 3Y | +76.4% | +96.1% | -19.6% | +0.9% |
| 5Y | -53.8% | -5.0% | -48.7% | -56.1% |
| All | -53.8% | -9.5% | -44.3% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling