-26.7%
RIOT vs DD
+56.1%
-82.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -1.5% | -3.5% | +2.0% | +2.0% |
| 30D | +5.7% | -11.7% | +17.3% | +19.4% |
| 3M | -17.9% | -9.2% | -8.6% | -9.7% |
| 6M | +45.0% | -7.2% | +52.2% | +57.3% |
| YTD | +69.5% | +6.6% | +62.8% | +59.6% |
| 1Y | +37.2% | +32.0% | +5.2% | +2.6% |
| 3Y | +111.7% | +42.1% | +69.6% | +39.7% |
| All | -26.7% | +56.1% | -82.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling