+485.8%
RIOT vs DG
+101.8%
+384.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -1.5% | -6.5% | +5.0% | 0.0% |
| 30D | +5.7% | +4.2% | +1.5% | +4.4% |
| 3M | -17.9% | +9.5% | -27.4% | -20.6% |
| 6M | +45.0% | -13.1% | +58.1% | +48.5% |
| YTD | +69.5% | -4.8% | +74.3% | +69.8% |
| 1Y | +37.2% | +20.6% | +16.6% | +28.9% |
| 3Y | +111.7% | +4.9% | +106.8% | +95.1% |
| 5Y | -27.5% | -37.9% | +10.4% | -15.2% |
| All | +485.8% | +101.8% | +384.0% | +406.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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