+795.3%
RIOT vs DFNS
-99.9%
+895.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.1% |
| 7D | -0.9% | -3.3% | +2.4% | -0.9% |
| 30D | +3.5% | -73.1% | +76.6% | +3.7% |
| 3M | -13.0% | -71.4% | +58.4% | -12.6% |
| 6M | +43.1% | -93.8% | +137.0% | +43.8% |
| YTD | +65.4% | -98.0% | +163.4% | +66.1% |
| 1Y | +27.7% | -98.2% | +125.9% | +28.4% |
| 3Y | +91.3% | -99.9% | +191.2% | +76.0% |
| 5Y | -29.3% | -99.9% | +70.6% | -34.3% |
| All | +795.3% | -99.9% | +895.2% | +846.2% |
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