+824.5%
RIOT vs CLX
-1.9%
+826.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | +25.1% | -3.5% | +28.7% | +25.5% |
| 30D | +8.5% | -11.9% | +20.3% | +9.7% |
| 3M | -13.4% | -2.6% | -10.7% | -13.5% |
| 6M | +57.1% | -18.2% | +75.3% | +59.8% |
| YTD | +75.7% | -5.9% | +81.6% | +76.0% |
| 1Y | +65.6% | -23.8% | +89.5% | +69.5% |
| 3Y | +103.3% | -33.6% | +136.9% | +109.3% |
| 5Y | -26.7% | -35.7% | +8.9% | -25.6% |
| 10Y | +527.2% | -2.5% | +529.7% | +599.0% |
| All | +824.5% | -1.9% | +826.4% | +905.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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