-53.1%
RIOT vs DOC
-22.1%
-31.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.8% |
| 7D | +7.4% | +6.2% | +1.2% | +2.6% |
| 30D | -22.0% | +6.5% | -28.5% | -26.3% |
| 3M | -31.3% | -6.2% | -25.1% | -28.2% |
| 6M | -27.5% | +25.6% | -53.1% | -41.7% |
| YTD | +16.5% | +32.1% | -15.6% | -9.8% |
| 1Y | -22.2% | +20.3% | -42.5% | -35.1% |
| 3Y | +29.6% | +42.7% | -13.2% | -10.5% |
| 5Y | -53.1% | -22.2% | -31.0% | -44.4% |
| All | -53.1% | -22.1% | -31.1% | -44.4% |
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