+67.8%
RIOT vs CART
+40.2%
+27.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +4.8% | +1.3% | +3.6% | +4.4% |
| 30D | +16.0% | +19.2% | -3.1% | +8.8% |
| 3M | -8.8% | +17.6% | -26.3% | -14.4% |
| 6M | -29.7% | +47.4% | -77.1% | -40.2% |
| YTD | +38.3% | +30.9% | +7.4% | +21.0% |
| 1Y | +26.2% | +46.0% | -19.7% | +4.5% |
| 3Y | +79.0% | +130.3% | -51.4% | +12.7% |
| All | +67.8% | +40.2% | +27.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling