-26.7%
RIOT vs DBX
+11.7%
-38.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 7D | -1.5% | +2.1% | -3.6% | -3.0% |
| 30D | +5.7% | +5.7% | -0.1% | +0.9% |
| 3M | -17.9% | +31.8% | -49.7% | -35.6% |
| 6M | +45.0% | +37.5% | +7.5% | +4.3% |
| YTD | +69.5% | +27.9% | +41.5% | +28.6% |
| 1Y | +37.2% | +15.0% | +22.1% | +13.6% |
| 3Y | +111.7% | +27.2% | +84.6% | +41.2% |
| All | -26.7% | +11.7% | -38.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling