+485.8%
RIOT vs DTE
+137.8%
+348.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | +5.7% | -4.4% | +10.1% | +7.6% |
| 3M | -17.9% | -8.3% | -9.5% | -15.2% |
| 6M | +45.0% | -8.1% | +53.0% | +48.8% |
| YTD | +69.5% | +4.4% | +65.0% | +64.7% |
| 1Y | +37.2% | +0.2% | +37.0% | +36.1% |
| 3Y | +111.7% | +42.6% | +69.1% | +80.5% |
| 5Y | -27.5% | +31.5% | -59.0% | -37.0% |
| All | +485.8% | +137.8% | +348.0% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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