-66.1%
RIOT vs COMP
-49.2%
-16.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +3.4% |
| 7D | +49.2% | +14.5% | +34.6% | +41.5% |
| 30D | +4.6% | +14.9% | -10.3% | -1.6% |
| 3M | -13.9% | -14.2% | +0.3% | -9.6% |
| 6M | -26.7% | +23.7% | -50.4% | -35.3% |
| YTD | +39.4% | +2.1% | +37.3% | +30.4% |
| 1Y | +3.8% | +26.2% | -22.4% | -11.4% |
| 3Y | +73.0% | +470.9% | -397.9% | -34.4% |
| 5Y | -55.7% | -14.0% | -41.7% | -63.5% |
| All | -66.1% | -49.2% | -16.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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