-67.9%
RIOT vs COMP
-52.0%
-15.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.7% | +2.5% | +8.9% |
| 7D | +30.4% | +13.4% | +17.0% | +23.9% |
| 30D | -9.9% | +11.1% | -21.0% | -14.2% |
| 3M | -21.2% | -18.8% | -2.4% | -15.4% |
| 6M | -29.5% | +10.5% | -40.0% | -35.0% |
| YTD | +31.9% | -3.4% | +35.3% | +26.1% |
| 1Y | -3.6% | +19.7% | -23.3% | -16.0% |
| 3Y | +51.8% | +381.6% | -329.8% | -38.1% |
| 5Y | -46.9% | -17.6% | -29.3% | -55.5% |
| All | -67.9% | -52.0% | -15.9% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling