+659.2%
RIOT vs D
+43.6%
+615.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +18.9% | -2.4% | +21.4% | +19.4% |
| 30D | +11.0% | +9.0% | +2.0% | +8.8% |
| 3M | -9.7% | +1.0% | -10.6% | -10.0% |
| 6M | -27.9% | +11.0% | -38.9% | -29.9% |
| YTD | +44.3% | +19.8% | +24.5% | +37.6% |
| 1Y | +13.3% | +16.0% | -2.7% | +8.8% |
| 3Y | +76.4% | +74.4% | +2.1% | +51.3% |
| 5Y | -53.8% | +13.5% | -67.3% | -56.4% |
| 10Y | +670.6% | +48.4% | +622.3% | +597.5% |
| All | +659.2% | +43.6% | +615.6% | +575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling