+111.7%
RIOT vs DUK
+47.2%
+64.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.9% |
| 30D | +5.7% | -2.4% | +8.1% | +4.2% |
| 3M | -17.9% | -3.0% | -14.9% | -19.1% |
| 6M | +45.0% | -6.6% | +51.5% | +41.1% |
| YTD | +69.5% | +4.6% | +64.9% | +73.9% |
| 1Y | +37.2% | +1.2% | +36.0% | +39.5% |
| 3Y | +111.7% | +45.7% | +66.1% | +132.2% |
| All | +111.7% | +47.2% | +64.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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