+805.4%
RIOT vs BURL
+375.8%
+429.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.9% |
| 7D | +14.8% | -2.8% | +17.6% | +16.2% |
| 30D | +1.4% | -28.2% | +29.6% | +17.9% |
| 3M | -20.6% | -17.6% | -3.0% | -14.1% |
| 6M | +31.9% | -11.8% | +43.7% | +36.9% |
| YTD | +72.1% | -8.1% | +80.2% | +74.8% |
| 1Y | +65.7% | -12.0% | +77.6% | +68.3% |
| 3Y | +97.5% | +63.3% | +34.2% | +44.1% |
| 5Y | -36.7% | -10.8% | -25.9% | -41.6% |
| 10Y | +550.1% | +215.9% | +334.2% | +268.1% |
| All | +805.4% | +375.8% | +429.6% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling