+648.7%
RIOT vs DFNS
-100.0%
+748.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.7% |
| 7D | +4.8% | -6.0% | +10.8% | +4.9% |
| 30D | +16.0% | -71.2% | +87.2% | +16.3% |
| 3M | -8.8% | -94.5% | +85.7% | -8.4% |
| 6M | -29.7% | -96.5% | +66.8% | -29.1% |
| YTD | +38.3% | -99.6% | +137.9% | +39.3% |
| 1Y | +26.2% | -99.7% | +125.9% | +27.2% |
| 3Y | +79.0% | -100.0% | +178.9% | +64.9% |
| 5Y | -60.4% | -100.0% | +39.6% | -63.1% |
| All | +648.7% | -100.0% | +748.7% | +693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling