+471.6%
RIOT vs DRI
+348.7%
+122.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.6% |
| 7D | -0.9% | -4.8% | +3.9% | +1.6% |
| 30D | +3.5% | -5.2% | +8.7% | +5.8% |
| 3M | -13.0% | +2.7% | -15.7% | -15.3% |
| 6M | +43.1% | +3.6% | +39.5% | +38.2% |
| YTD | +65.4% | +15.4% | +49.9% | +50.0% |
| 1Y | +27.7% | +1.3% | +26.5% | +23.4% |
| 3Y | +91.3% | +53.1% | +38.2% | +48.7% |
| 5Y | -29.3% | +64.6% | -93.8% | -45.0% |
| All | +471.6% | +348.7% | +122.9% | +115.7% |
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