-29.3%
RIOT vs DT
-27.8%
-1.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -6.2% |
| 7D | -0.9% | -2.5% | +1.6% | +0.6% |
| 30D | +3.5% | +3.5% | 0.0% | +0.2% |
| 3M | -13.0% | +26.7% | -39.7% | -28.9% |
| 6M | +43.1% | +36.1% | +7.0% | +5.5% |
| YTD | +65.4% | +18.6% | +46.7% | +33.8% |
| 1Y | +27.7% | +7.9% | +19.9% | +11.8% |
| 3Y | +91.3% | +8.6% | +82.8% | +55.9% |
| 5Y | -29.3% | -26.7% | -2.6% | -26.3% |
| All | -29.3% | -27.8% | -1.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling