+113.2%
RIOT vs CART
+14.3%
+98.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +4.3% |
| 7D | +25.1% | -4.1% | +29.2% | +26.9% |
| 30D | +8.5% | -4.3% | +12.8% | +10.0% |
| 3M | -13.4% | +13.1% | -26.5% | -18.2% |
| 6M | +57.1% | +26.0% | +31.1% | +39.0% |
| YTD | +75.7% | +6.7% | +69.0% | +66.2% |
| 1Y | +65.6% | +6.3% | +59.4% | +54.7% |
| All | +113.2% | +14.3% | +98.9% | +48.4% |
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