+79.0%
RIOT vs DT
-11.4%
+90.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.8% | +3.1% | +1.7% | +4.1% |
| 30D | +16.0% | -29.5% | +45.6% | +26.2% |
| 3M | -8.8% | -11.7% | +2.9% | -7.6% |
| 6M | -29.7% | +29.0% | -58.7% | -39.3% |
| YTD | +38.3% | +3.4% | +34.9% | +29.9% |
| 1Y | +26.2% | -4.2% | +30.5% | +24.0% |
| 3Y | +79.0% | -12.8% | +91.8% | +73.7% |
| All | +79.0% | -11.4% | +90.3% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling