+805.4%
RIOT vs CAPR
-63.1%
+868.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | +14.8% | -2.0% | +16.8% | +14.8% |
| 30D | +1.4% | +139.2% | -137.8% | -2.7% |
| 3M | -20.6% | -66.4% | +45.7% | -19.4% |
| 6M | +31.9% | -63.1% | +95.0% | +33.4% |
| YTD | +72.1% | -67.4% | +139.5% | +74.7% |
| 1Y | +65.7% | +58.2% | +7.4% | +43.4% |
| 3Y | +97.5% | +42.2% | +55.3% | +61.9% |
| 5Y | -36.7% | +87.3% | -123.9% | -50.0% |
| 10Y | +550.1% | -75.3% | +625.4% | +355.4% |
| All | +805.4% | -63.1% | +868.5% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling