+2,880.1%
RIOT vs CARR
+414.1%
+2,466.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.3% |
| 7D | -0.9% | -4.1% | +3.2% | +2.5% |
| 30D | +3.5% | -11.0% | +14.5% | +13.3% |
| 3M | -13.0% | -16.4% | +3.4% | 0.0% |
| 6M | +43.1% | -2.4% | +45.5% | +45.2% |
| YTD | +65.4% | +8.4% | +56.9% | +52.9% |
| 1Y | +27.7% | -8.0% | +35.7% | +34.3% |
| 3Y | +91.3% | +0.6% | +90.7% | +88.7% |
| 5Y | -29.3% | +7.7% | -37.0% | -35.3% |
| All | +2,880.1% | +414.1% | +2,466.0% | +1,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling