+485.8%
RIOT vs BWA
+156.8%
+329.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 7D | -1.5% | -1.3% | -0.2% | -0.7% |
| 30D | +5.7% | -2.9% | +8.6% | +7.5% |
| 3M | -17.9% | -10.7% | -7.1% | -11.0% |
| 6M | +45.0% | +26.5% | +18.5% | +25.0% |
| YTD | +69.5% | +49.1% | +20.4% | +25.2% |
| 1Y | +37.2% | +52.1% | -14.9% | -1.2% |
| 3Y | +111.7% | +72.6% | +39.2% | +34.9% |
| 5Y | -27.5% | +89.4% | -116.9% | -56.4% |
| All | +485.8% | +156.8% | +329.0% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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