+82.1%
RIOT vs DFNS
-100.0%
+182.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.4% | +16.9% | -2.4% |
| 7D | +20.8% | -12.7% | +33.5% | +20.8% |
| 30D | +7.0% | -65.2% | +72.2% | +7.2% |
| 3M | -12.3% | -94.6% | +82.3% | -11.8% |
| 6M | -27.3% | -96.2% | +69.0% | -26.7% |
| YTD | +40.7% | -99.6% | +140.3% | +41.8% |
| 1Y | +15.3% | -99.7% | +115.0% | +16.2% |
| All | +82.1% | -100.0% | +182.1% | +71.8% |
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