+2,954.1%
RIOT vs CARR
+421.5%
+2,532.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.4% |
| 7D | -1.5% | -3.8% | +2.3% | +1.5% |
| 30D | +5.7% | -8.9% | +14.6% | +13.7% |
| 3M | -17.9% | -17.3% | -0.6% | -4.9% |
| 6M | +45.0% | -1.4% | +46.4% | +46.0% |
| YTD | +69.5% | +10.0% | +59.5% | +54.9% |
| 1Y | +37.2% | -6.4% | +43.5% | +42.3% |
| 3Y | +111.7% | +1.5% | +110.2% | +107.3% |
| 5Y | -27.5% | +9.3% | -36.8% | -34.4% |
| All | +2,954.1% | +421.5% | +2,532.6% | +1,659.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling