+471.6%
RIOT vs CAPR
-78.6%
+550.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.9% | -1.1% | -4.9% |
| 7D | -0.9% | -10.6% | +9.7% | -0.5% |
| 30D | +3.5% | +111.2% | -107.7% | -0.3% |
| 3M | -13.0% | -67.2% | +54.2% | -11.5% |
| 6M | +43.1% | -75.1% | +118.3% | +47.2% |
| YTD | +65.4% | -71.2% | +136.6% | +68.8% |
| 1Y | +27.7% | +31.1% | -3.4% | +11.1% |
| 3Y | +91.3% | +31.3% | +60.0% | +56.1% |
| 5Y | -29.3% | +69.4% | -98.7% | -44.5% |
| All | +471.6% | -78.6% | +550.2% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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