-58.4%
RIOT vs DOCS
-52.4%
-6.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | +4.8% | +2.6% | +2.3% | +3.8% |
| 30D | +16.0% | +11.4% | +4.6% | +11.3% |
| 3M | -8.8% | +25.4% | -34.2% | -17.5% |
| 6M | -29.7% | +42.5% | -72.2% | -43.2% |
| YTD | +38.3% | -24.7% | +63.0% | +44.7% |
| 1Y | +26.2% | -32.9% | +59.2% | +38.8% |
| 3Y | +79.0% | +39.6% | +39.3% | +10.3% |
| All | -58.4% | -52.4% | -6.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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