+791.7%
RIOT vs DVN
+178.1%
+613.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +4.5% | -6.0% | -3.4% |
| 30D | +5.7% | +12.0% | -6.3% | +0.5% |
| 3M | -17.9% | +13.4% | -31.3% | -23.2% |
| 6M | +45.0% | +12.1% | +32.9% | +32.2% |
| YTD | +69.5% | +38.8% | +30.6% | +39.2% |
| 1Y | +37.2% | +46.0% | -8.8% | +9.4% |
| 3Y | +111.7% | +9.5% | +102.2% | +90.3% |
| 5Y | -27.5% | +125.3% | -152.8% | -53.6% |
| 10Y | +511.1% | +66.6% | +444.5% | +240.8% |
| All | +791.7% | +178.1% | +613.6% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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