+485.8%
RIOT vs DVA
+187.8%
+298.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +5.7% | 0.0% | +5.6% | +5.6% |
| 3M | -17.9% | -10.9% | -6.9% | -16.1% |
| 6M | +45.0% | +17.3% | +27.7% | +33.3% |
| YTD | +69.5% | +59.8% | +9.7% | +34.2% |
| 1Y | +37.2% | +36.3% | +0.9% | +15.6% |
| 3Y | +111.7% | +88.6% | +23.1% | +50.7% |
| 5Y | -27.5% | +47.5% | -75.1% | -44.8% |
| All | +485.8% | +187.8% | +298.0% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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