+69.2%
RIOT vs CART
+39.2%
+30.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | +49.2% | +1.5% | +47.6% | +48.6% |
| 30D | +4.6% | +22.4% | -17.8% | -2.9% |
| 3M | -13.9% | +16.5% | -30.5% | -19.1% |
| 6M | -26.7% | +44.9% | -71.5% | -37.2% |
| YTD | +39.4% | +30.0% | +9.4% | +22.3% |
| 1Y | +3.8% | +59.1% | -55.3% | -18.0% |
| 3Y | +73.0% | +138.8% | -65.8% | +7.9% |
| All | +69.2% | +39.2% | +30.0% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling