+106.6%
RIOT vs DT
+8.0%
+98.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.6% |
| 7D | -0.9% | -2.5% | +1.6% | -0.1% |
| 30D | +3.5% | +3.5% | 0.0% | +2.0% |
| 3M | -13.0% | +26.7% | -39.7% | -21.6% |
| 6M | +43.1% | +36.1% | +7.0% | +22.0% |
| YTD | +65.4% | +18.6% | +46.7% | +50.9% |
| 1Y | +27.7% | +7.9% | +19.9% | +23.6% |
| All | +106.6% | +8.0% | +98.6% | +81.7% |
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