+65.7%
RIOT vs DD
+41.5%
+24.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.8% |
| 7D | +14.8% | -3.5% | +18.3% | +18.4% |
| 30D | +1.4% | -10.3% | +11.7% | +11.4% |
| 3M | -20.6% | -7.5% | -13.1% | -15.0% |
| 6M | +31.9% | -8.0% | +39.9% | +40.1% |
| YTD | +72.1% | +10.5% | +61.6% | +70.5% |
| 1Y | +65.7% | +38.3% | +27.4% | +56.8% |
| All | +65.7% | +41.5% | +24.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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