+43.1%
RIOT vs CARR
-1.7%
+44.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.1% |
| 7D | -0.9% | -4.1% | +3.2% | +2.8% |
| 30D | +3.5% | -11.0% | +14.5% | +14.1% |
| 3M | -13.0% | -16.4% | +3.4% | 0.0% |
| 6M | +43.1% | -2.4% | +45.5% | +39.7% |
| All | +43.1% | -1.7% | +44.8% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling