+945.1%
RIOT vs DT
+97.2%
+847.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +4.2% |
| 7D | +25.1% | -4.9% | +30.0% | +29.2% |
| 30D | +8.5% | +2.7% | +5.8% | +5.5% |
| 3M | -13.4% | +20.0% | -33.3% | -25.9% |
| 6M | +57.1% | +28.0% | +29.1% | +22.7% |
| YTD | +75.7% | +16.0% | +59.7% | +45.2% |
| 1Y | +65.6% | +0.7% | +64.9% | +51.4% |
| 3Y | +103.3% | +6.2% | +97.1% | +71.4% |
| 5Y | -26.7% | -28.1% | +1.4% | -19.8% |
| All | +945.1% | +97.2% | +847.9% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling