+619.6%
RIOT vs DRI
+331.7%
+287.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +1.1% | +3.8% | +4.3% |
| 30D | +16.0% | +9.7% | +6.3% | +10.5% |
| 3M | -8.8% | +3.2% | -12.0% | -10.8% |
| 6M | -29.7% | +20.6% | -50.3% | -37.3% |
| YTD | +38.3% | +28.3% | +10.0% | +18.7% |
| 1Y | +26.2% | +34.5% | -8.3% | +5.3% |
| 3Y | +79.0% | +66.5% | +12.4% | +32.8% |
| 5Y | -60.4% | +79.6% | -140.0% | -70.5% |
| All | +619.6% | +331.7% | +287.9% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling