+816.6%
RIOT vs CBOE
+413.0%
+403.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +18.4% | -0.8% | +19.2% | +18.7% |
| 30D | +13.8% | +2.7% | +11.1% | +12.8% |
| 3M | -12.7% | +0.7% | -13.5% | -14.2% |
| 6M | +50.1% | -2.0% | +52.1% | +47.3% |
| YTD | +74.2% | +17.1% | +57.1% | +60.2% |
| 1Y | +45.1% | +26.5% | +18.6% | +29.6% |
| 3Y | +101.6% | +96.1% | +5.4% | +36.8% |
| 5Y | -29.6% | +149.3% | -178.9% | -58.0% |
| 10Y | +528.1% | +386.5% | +141.6% | +142.7% |
| All | +816.6% | +413.0% | +403.6% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling