+908.0%
RIOT vs DT
+100.3%
+807.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -1.5% | -1.6% | +0.1% | -0.6% |
| 30D | +5.7% | +3.0% | +2.6% | +2.7% |
| 3M | -17.9% | +26.5% | -44.4% | -32.3% |
| 6M | +45.0% | +35.9% | +9.0% | +8.4% |
| YTD | +69.5% | +17.8% | +51.6% | +38.5% |
| 1Y | +37.2% | +4.1% | +33.1% | +23.2% |
| 3Y | +111.7% | +5.3% | +106.4% | +80.2% |
| 5Y | -27.5% | -27.2% | -0.3% | -21.5% |
| All | +908.0% | +100.3% | +807.7% | +519.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling