+502.2%
RIOT vs CI
+141.9%
+360.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +18.4% | -1.1% | +19.5% | +18.8% |
| 30D | +13.8% | +0.5% | +13.3% | +13.3% |
| 3M | -12.7% | -5.2% | -7.6% | -12.0% |
| 6M | +50.1% | +4.3% | +45.8% | +46.7% |
| YTD | +74.2% | +2.8% | +71.4% | +70.5% |
| 1Y | +45.1% | -5.8% | +50.9% | +44.7% |
| 3Y | +101.6% | +4.7% | +96.8% | +85.3% |
| 5Y | -29.6% | +42.7% | -72.3% | -43.3% |
| All | +502.2% | +141.9% | +360.3% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling