-26.7%
RIOT vs CB
+98.8%
-125.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.2% |
| 7D | +25.1% | -0.6% | +25.7% | +25.2% |
| 30D | +8.5% | -3.9% | +12.4% | +8.6% |
| 3M | -13.4% | +4.9% | -18.3% | -14.6% |
| 6M | +57.1% | +3.3% | +53.9% | +55.2% |
| YTD | +75.7% | +8.5% | +67.2% | +70.9% |
| 1Y | +65.6% | +22.1% | +43.6% | +55.3% |
| 3Y | +103.3% | +70.1% | +33.2% | +61.2% |
| 5Y | -26.7% | +97.4% | -124.1% | -43.9% |
| All | -26.7% | +98.8% | -125.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling