-20.3%
RIOT vs DBX
+22.5%
-42.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.4% | +10.7% |
| 7D | +6.4% | -1.1% | +7.5% | +5.9% |
| 30D | -20.4% | +5.0% | -25.5% | -18.9% |
| 3M | -28.7% | +4.6% | -33.3% | -27.1% |
| 6M | -17.7% | +43.9% | -61.7% | -10.0% |
| YTD | +21.3% | +29.9% | -8.5% | +33.5% |
| 1Y | -20.3% | +24.6% | -44.9% | -11.6% |
| All | -20.3% | +22.5% | -42.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling