-20.3%
RIOT vs CART
+61.3%
-81.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.1% | +9.7% |
| 7D | +6.4% | +1.4% | +5.0% | +6.4% |
| 30D | -20.4% | +29.7% | -50.1% | -20.0% |
| 3M | -28.7% | +29.7% | -58.4% | -28.0% |
| 6M | -17.7% | +36.8% | -54.5% | -16.8% |
| YTD | +21.3% | +31.7% | -10.3% | +17.3% |
| 1Y | -20.3% | +62.4% | -82.6% | -25.7% |
| All | -20.3% | +61.3% | -81.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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