-3.6%
RIOT vs DOC
+20.9%
-24.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +12.8% |
| 7D | +30.4% | +6.5% | +24.0% | +26.4% |
| 30D | -9.9% | +9.2% | -19.0% | -14.5% |
| 3M | -21.2% | -2.5% | -18.7% | -19.6% |
| 6M | -29.5% | +7.1% | -36.6% | -34.7% |
| YTD | +31.9% | +33.0% | -1.1% | +5.8% |
| 1Y | -3.6% | +23.3% | -26.9% | -21.9% |
| All | -3.6% | +20.9% | -24.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling