+194.3%
RIOT vs DBX
+19.3%
+175.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -2.1% |
| 7D | +18.4% | +0.3% | +18.2% | +18.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.0% |
| 3M | -12.7% | +26.1% | -38.9% | -26.3% |
| 6M | +50.1% | +29.4% | +20.8% | +20.8% |
| YTD | +74.2% | +24.4% | +49.8% | +42.7% |
| 1Y | +45.1% | +10.9% | +34.2% | +27.2% |
| 3Y | +101.6% | +24.1% | +77.5% | +57.8% |
| 5Y | -29.6% | +7.8% | -37.4% | -39.9% |
| All | +194.3% | +19.3% | +175.0% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling