+627.6%
RIOT vs DD
+108.8%
+518.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | +4.8% | +5.0% | -0.1% | +0.6% |
| 30D | +16.0% | +19.7% | -3.7% | -0.1% |
| 3M | -8.8% | +7.2% | -16.0% | -14.1% |
| 6M | -29.7% | +1.0% | -30.7% | -30.3% |
| YTD | +38.3% | +29.1% | +9.2% | +12.3% |
| 1Y | +26.2% | +28.5% | -2.3% | +3.1% |
| 3Y | +79.0% | +89.4% | -10.5% | +2.2% |
| 5Y | -60.4% | +67.1% | -127.5% | -74.2% |
| 10Y | +638.6% | +97.5% | +541.0% | +334.7% |
| All | +627.6% | +108.8% | +518.9% | +306.9% |
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