+2.0%
RIOT vs CART
+51.1%
-49.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.7% |
| 7D | +49.2% | +1.5% | +47.6% | +49.2% |
| 30D | +4.6% | +22.4% | -17.8% | +5.4% |
| 3M | -13.9% | +16.5% | -30.5% | -13.1% |
| 6M | -26.7% | +44.9% | -71.5% | -24.9% |
| YTD | +39.4% | +30.0% | +9.4% | +32.6% |
| All | +2.0% | +51.1% | -49.1% | -0.8% |
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 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