+659.2%
RIOT vs CSX
+594.5%
+64.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.1% |
| 7D | +18.9% | -0.3% | +19.2% | +18.9% |
| 30D | +11.0% | +8.7% | +2.3% | +2.7% |
| 3M | -9.7% | +4.2% | -13.9% | -13.7% |
| 6M | -27.9% | +16.7% | -44.5% | -38.0% |
| YTD | +44.3% | +44.5% | -0.2% | +4.2% |
| 1Y | +13.3% | +50.3% | -37.0% | -20.6% |
| 3Y | +76.4% | +76.3% | +0.1% | +10.7% |
| 5Y | -53.8% | +58.1% | -111.9% | -67.8% |
| 10Y | +670.6% | +416.4% | +254.2% | +230.5% |
| All | +659.2% | +594.5% | +64.7% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling