+79.0%
RIOT vs DRI
+68.2%
+10.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +1.1% | +3.8% | +4.4% |
| 30D | +16.0% | +9.7% | +6.3% | +11.1% |
| 3M | -8.8% | +3.2% | -12.0% | -10.5% |
| 6M | -29.7% | +20.6% | -50.3% | -37.1% |
| YTD | +38.3% | +28.3% | +10.0% | +17.3% |
| 1Y | +26.2% | +34.5% | -8.3% | +3.4% |
| 3Y | +79.0% | +66.5% | +12.4% | +47.1% |
| All | +79.0% | +68.2% | +10.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling