+770.1%
RIOT vs DVA
+148.8%
+621.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +3.5% | +1.7% | +1.8% | +2.8% |
| 3M | -13.0% | -8.7% | -4.3% | -11.9% |
| 6M | +43.1% | +19.7% | +23.5% | +30.5% |
| YTD | +65.4% | +59.6% | +5.7% | +30.7% |
| 1Y | +27.7% | +37.1% | -9.4% | +7.2% |
| 3Y | +91.3% | +89.8% | +1.5% | +35.3% |
| 5Y | -29.3% | +47.4% | -76.6% | -46.2% |
| 10Y | +496.3% | +184.9% | +311.4% | +253.6% |
| All | +770.1% | +148.8% | +621.3% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling