-32.1%
RIOT vs DECK
+25.5%
-57.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.6% | +2.3% |
| 7D | +14.8% | -2.2% | +17.0% | +16.3% |
| 30D | +1.4% | -13.6% | +15.0% | +8.7% |
| 3M | -20.6% | -21.2% | +0.6% | -11.9% |
| 6M | +31.9% | -21.1% | +53.0% | +46.6% |
| YTD | +72.1% | -17.2% | +89.3% | +80.8% |
| 1Y | +65.7% | -30.7% | +96.4% | +89.0% |
| 3Y | +97.5% | -3.4% | +100.8% | +48.2% |
| All | -32.1% | +25.5% | -57.7% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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