-20.3%
RIOT vs DT
-5.1%
-15.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.2% | +9.6% |
| 7D | +6.4% | -25.5% | +31.9% | +6.0% |
| 30D | -20.4% | -22.3% | +1.9% | -20.6% |
| 3M | -28.7% | +2.3% | -31.1% | -29.1% |
| 6M | -17.7% | +20.7% | -38.4% | -19.6% |
| YTD | +21.3% | +7.9% | +13.4% | +23.6% |
| 1Y | -20.3% | -5.7% | -14.5% | -10.0% |
| All | -20.3% | -5.1% | -15.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling