+75.1%
RIOT vs CART
+40.2%
+34.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +18.9% | -0.6% | +19.5% | +19.2% |
| 30D | +11.0% | +23.1% | -12.1% | +2.9% |
| 3M | -9.7% | +19.2% | -28.9% | -15.7% |
| 6M | -27.9% | +45.7% | -73.5% | -38.3% |
| YTD | +44.3% | +30.9% | +13.4% | +26.3% |
| 1Y | +13.3% | +50.2% | -36.9% | -7.6% |
| 3Y | +76.4% | +133.5% | -57.1% | +10.7% |
| All | +75.1% | +40.2% | +34.9% | +12.7% |
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 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