+106.6%
RIOT vs DBX
+25.2%
+81.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.4% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | +3.5% | +2.8% | +0.7% | +2.6% |
| 3M | -13.0% | +26.8% | -39.8% | -20.5% |
| 6M | +43.1% | +32.8% | +10.3% | +26.1% |
| YTD | +65.4% | +26.1% | +39.3% | +48.9% |
| 1Y | +27.7% | +14.1% | +13.6% | +21.3% |
| All | +106.6% | +25.2% | +81.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling