-20.3%
RIOT vs CB
+34.9%
-55.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +12.7% |
| 7D | +6.4% | +5.3% | +1.1% | +14.9% |
| 30D | -20.4% | +13.2% | -33.7% | -3.6% |
| 3M | -28.7% | +7.8% | -36.5% | -19.9% |
| 6M | -17.7% | +15.8% | -33.5% | +5.7% |
| YTD | +21.3% | +21.0% | +0.3% | +71.4% |
| 1Y | -20.3% | +32.2% | -52.4% | +27.6% |
| All | -20.3% | +34.9% | -55.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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