-67.7%
RIOT vs DOCN
+70.4%
-138.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +11.9% | +4.3% |
| 7D | +7.4% | -29.3% | +36.7% | +27.2% |
| 30D | -22.0% | -46.0% | +24.0% | +6.2% |
| 3M | -31.3% | -43.2% | +11.8% | -11.4% |
| 6M | -27.5% | -53.7% | +26.3% | +2.6% |
| YTD | +16.5% | +46.9% | -30.4% | -22.1% |
| 1Y | -22.2% | +54.3% | -76.5% | -49.5% |
| 3Y | +29.6% | +185.5% | -156.0% | -49.3% |
| 5Y | -53.1% | -31.1% | -22.0% | -64.4% |
| All | -67.7% | +70.4% | -138.1% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 all: compounded portfolio wealth divided by compounded DOCN 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…
all analysis · Full analysis span regression · 6 months rolling