-20.3%
RIOT vs CARR
-1.4%
-18.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.2% |
| 7D | +6.4% | -0.7% | +7.0% | +7.0% |
| 30D | -20.4% | +0.3% | -20.7% | -20.7% |
| 3M | -28.7% | -14.9% | -13.8% | -19.6% |
| 6M | -17.7% | -14.9% | -2.9% | -8.1% |
| YTD | +21.3% | +7.0% | +14.3% | +10.8% |
| 1Y | -20.3% | -1.8% | -18.5% | -21.5% |
| All | -20.3% | -1.4% | -18.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling