-29.3%
RIOT vs BWA
+86.5%
-115.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.7% | -5.6% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.5% | -5.5% | +9.0% | +7.7% |
| 3M | -13.0% | -7.6% | -5.4% | -7.4% |
| 6M | +43.1% | +25.0% | +18.1% | +22.2% |
| YTD | +65.4% | +47.0% | +18.4% | +17.9% |
| 1Y | +27.7% | +54.0% | -26.2% | -13.9% |
| 3Y | +91.3% | +70.7% | +20.6% | +13.5% |
| 5Y | -29.3% | +86.7% | -115.9% | -64.6% |
| All | -29.3% | +86.5% | -115.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling