+824.5%
RIOT vs DD
+78.3%
+746.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +25.1% | -0.6% | +25.7% | +25.6% |
| 30D | +8.5% | -7.4% | +15.9% | +15.8% |
| 3M | -13.4% | -6.4% | -6.9% | -8.2% |
| 6M | +57.1% | -2.5% | +59.6% | +62.1% |
| YTD | +75.7% | +10.2% | +65.4% | +63.1% |
| 1Y | +65.6% | +36.9% | +28.7% | +26.3% |
| 3Y | +103.3% | +47.0% | +56.3% | +43.3% |
| 5Y | -26.7% | +63.1% | -89.9% | -50.5% |
| 10Y | +527.2% | +68.2% | +459.0% | +322.4% |
| All | +824.5% | +78.3% | +746.2% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling