+805.4%
RIOT vs DRI
+342.2%
+463.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.4% |
| 7D | +14.8% | +0.6% | +14.2% | +14.4% |
| 30D | +1.4% | +3.8% | -2.4% | -1.0% |
| 3M | -20.6% | +13.0% | -33.7% | -26.6% |
| 6M | +31.9% | +8.3% | +23.6% | +24.6% |
| YTD | +72.1% | +20.6% | +51.4% | +52.8% |
| 1Y | +65.7% | +6.5% | +59.2% | +56.2% |
| 3Y | +97.5% | +53.7% | +43.8% | +53.5% |
| 5Y | -36.7% | +72.7% | -109.4% | -51.8% |
| 10Y | +550.1% | +363.2% | +187.0% | +188.3% |
| All | +805.4% | +342.2% | +463.1% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling