-26.7%
RIOT vs D
+8.5%
-35.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +25.1% | +0.8% | +24.4% | +25.0% |
| 30D | +8.5% | -0.7% | +9.2% | +8.6% |
| 3M | -13.4% | +2.1% | -15.4% | -13.8% |
| 6M | +57.1% | +6.8% | +50.3% | +54.8% |
| YTD | +75.7% | +16.5% | +59.2% | +70.2% |
| 1Y | +65.6% | +19.2% | +46.5% | +60.1% |
| 3Y | +103.3% | +61.9% | +41.4% | +80.4% |
| 5Y | -26.7% | +6.5% | -33.3% | -29.3% |
| All | -26.7% | +8.5% | -35.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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