-32.1%
RIOT vs DOC
-24.5%
-7.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +4.5% |
| 7D | +14.8% | -1.5% | +16.3% | +16.1% |
| 30D | +1.4% | -4.8% | +6.2% | +5.2% |
| 3M | -20.6% | +6.9% | -27.5% | -26.1% |
| 6M | +31.9% | +20.7% | +11.1% | +11.1% |
| YTD | +72.1% | +34.1% | +37.9% | +33.3% |
| 1Y | +65.7% | +22.6% | +43.0% | +36.8% |
| 3Y | +97.5% | +20.8% | +76.6% | +63.1% |
| All | -32.1% | -24.5% | -7.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling