+73.2%
RIOT vs CART
+39.2%
+34.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +29.0% | +0.3% | +28.7% | +29.0% |
| 30D | +7.1% | +22.4% | -15.3% | -0.6% |
| 3M | -6.8% | +15.6% | -22.4% | -12.1% |
| 6M | -24.9% | +44.9% | -69.8% | -35.7% |
| YTD | +42.7% | +30.0% | +12.7% | +25.2% |
| 1Y | +4.4% | +56.6% | -52.2% | -16.9% |
| 3Y | +74.5% | +131.9% | -57.4% | +9.8% |
| All | +73.2% | +39.2% | +34.0% | +11.8% |
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