-26.7%
RIOT vs CSX
+66.7%
-93.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.0% |
| 7D | +25.1% | +0.6% | +24.5% | +24.4% |
| 30D | +8.5% | -2.3% | +10.7% | +11.5% |
| 3M | -13.4% | +4.3% | -17.6% | -18.5% |
| 6M | +57.1% | +23.4% | +33.8% | +20.7% |
| YTD | +75.7% | +36.4% | +39.3% | +19.9% |
| 1Y | +65.6% | +53.0% | +12.6% | -1.2% |
| 3Y | +103.3% | +70.6% | +32.7% | +5.8% |
| 5Y | -26.7% | +65.5% | -92.2% | -58.7% |
| All | -26.7% | +66.7% | -93.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 5y: compounded portfolio wealth divided by compounded CSX 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…
5y analysis · Full analysis span regression · 6 months rolling