+485.8%
RIOT vs DLR
+177.5%
+308.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +5.7% | -4.3% | +10.0% | +9.2% |
| 3M | -17.9% | +3.8% | -21.7% | -19.6% |
| 6M | +45.0% | +5.8% | +39.1% | +41.1% |
| YTD | +69.5% | +23.5% | +45.9% | +50.9% |
| 1Y | +37.2% | +11.1% | +26.1% | +30.4% |
| 3Y | +111.7% | +57.9% | +53.9% | +69.1% |
| 5Y | -27.5% | +44.0% | -71.5% | -41.1% |
| All | +485.8% | +177.5% | +308.3% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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