-20.3%
RIOT vs FANG
+32.3%
-52.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.5% | +7.3% |
| 7D | +6.4% | -11.3% | +17.7% | +1.6% |
| 30D | -20.4% | -0.7% | -19.8% | -20.1% |
| 3M | -28.7% | -4.2% | -24.6% | -29.0% |
| 6M | -17.7% | -13.5% | -4.2% | -20.1% |
| YTD | +21.3% | +23.7% | -2.4% | +15.2% |
| 1Y | -20.3% | +34.3% | -54.6% | -27.4% |
| All | -20.3% | +32.3% | -52.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling