-26.7%
RIOT vs CBOE
+136.7%
-163.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.5% |
| 7D | -1.5% | -5.8% | +4.3% | -1.4% |
| 30D | +5.7% | -3.1% | +8.8% | +5.6% |
| 3M | -17.9% | -4.8% | -13.1% | -17.8% |
| 6M | +45.0% | -0.6% | +45.5% | +43.3% |
| YTD | +69.5% | +12.8% | +56.7% | +63.3% |
| 1Y | +37.2% | +19.8% | +17.4% | +30.8% |
| 3Y | +111.7% | +86.9% | +24.8% | +38.3% |
| All | -26.7% | +136.7% | -163.4% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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