+117.7%
RIOT vs DFNS
-99.9%
+217.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.8% |
| 7D | +18.4% | +4.6% | +13.8% | +18.4% |
| 30D | +13.8% | -73.9% | +87.6% | +14.0% |
| 3M | -12.7% | -71.7% | +59.0% | -12.3% |
| 6M | +50.1% | -94.6% | +144.7% | +50.9% |
| YTD | +74.2% | -98.1% | +172.3% | +74.9% |
| 1Y | +45.1% | -98.3% | +143.4% | +45.8% |
| All | +117.7% | -99.9% | +217.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling