-20.3%
RIOT vs DRI
+34.0%
-54.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.1% | +4.5% | +9.3% |
| 7D | +6.4% | +6.5% | -0.1% | +5.9% |
| 30D | -20.4% | +16.4% | -36.9% | -21.2% |
| 3M | -28.7% | +13.6% | -42.4% | -29.3% |
| 6M | -17.7% | +22.0% | -39.7% | -20.3% |
| YTD | +21.3% | +29.3% | -8.0% | +11.6% |
| 1Y | -20.3% | +32.0% | -52.3% | -27.3% |
| All | -20.3% | +34.0% | -54.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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