+108.8%
RIOT vs CART
+21.6%
+87.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +14.8% | +1.0% | +13.7% | +14.4% |
| 30D | +1.4% | +12.6% | -11.2% | -3.5% |
| 3M | -20.6% | +23.1% | -43.8% | -27.2% |
| 6M | +31.9% | +39.5% | -7.7% | +11.9% |
| YTD | +72.1% | +13.5% | +58.5% | +59.3% |
| 1Y | +65.7% | +14.9% | +50.8% | +50.2% |
| All | +108.8% | +21.6% | +87.2% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling