+111.7%
RIOT vs BWA
+70.7%
+41.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | -1.5% | -1.3% | -0.2% | -0.7% |
| 30D | +5.7% | -2.9% | +8.6% | +7.4% |
| 3M | -17.9% | -10.7% | -7.1% | -12.1% |
| 6M | +45.0% | +26.5% | +18.5% | +28.6% |
| YTD | +69.5% | +49.1% | +20.4% | +31.6% |
| 1Y | +37.2% | +52.1% | -14.9% | +4.3% |
| 3Y | +111.7% | +72.6% | +39.2% | +41.0% |
| All | +111.7% | +70.7% | +41.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling