-29.6%
RIOT vs DRI
+68.4%
-98.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.6% |
| 7D | +18.4% | -4.8% | +23.3% | +23.5% |
| 30D | +13.8% | -3.9% | +17.7% | +16.7% |
| 3M | -12.7% | +5.1% | -17.8% | -19.2% |
| 6M | +50.1% | +5.5% | +44.6% | +37.2% |
| YTD | +74.2% | +16.5% | +57.7% | +41.2% |
| 1Y | +45.1% | +2.0% | +43.1% | +33.3% |
| 3Y | +101.6% | +54.5% | +47.1% | +6.7% |
| 5Y | -29.6% | +66.6% | -96.2% | -65.9% |
| All | -29.6% | +68.4% | -98.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling