+770.1%
RIOT vs DUK
+127.6%
+642.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -5.0% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | +3.5% | -2.2% | +5.8% | +3.7% |
| 3M | -13.0% | -3.7% | -9.3% | -12.9% |
| 6M | +43.1% | -6.3% | +49.4% | +43.6% |
| YTD | +65.4% | +4.5% | +60.8% | +63.9% |
| 1Y | +27.7% | +1.8% | +25.9% | +27.0% |
| 3Y | +91.3% | +46.8% | +44.5% | +76.2% |
| 5Y | -29.3% | +40.2% | -69.5% | -34.7% |
| 10Y | +496.3% | +129.8% | +366.5% | +484.7% |
| All | +770.1% | +127.6% | +642.5% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling