+805.4%
RIOT vs CSX
+561.2%
+244.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.4% |
| 7D | +14.8% | -3.4% | +18.2% | +18.2% |
| 30D | +1.4% | -3.1% | +4.5% | +4.2% |
| 3M | -20.6% | +7.2% | -27.8% | -25.7% |
| 6M | +31.9% | +16.2% | +15.7% | +15.7% |
| YTD | +72.1% | +37.5% | +34.5% | +31.2% |
| 1Y | +65.7% | +53.2% | +12.4% | +15.9% |
| 3Y | +97.5% | +68.2% | +29.2% | +30.4% |
| 5Y | -36.7% | +65.2% | -101.9% | -56.2% |
| 10Y | +550.1% | +504.1% | +46.0% | +165.1% |
| All | +805.4% | +561.2% | +244.2% | +252.1% |
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