-26.7%
RIOT vs FANG
+232.6%
-259.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | +2.9% | -4.4% | -3.0% |
| 30D | +5.7% | +2.6% | +3.0% | +4.0% |
| 3M | -17.9% | +7.6% | -25.4% | -22.2% |
| 6M | +45.0% | +17.3% | +27.7% | +26.7% |
| YTD | +69.5% | +38.7% | +30.8% | +32.6% |
| 1Y | +37.2% | +51.6% | -14.5% | +0.8% |
| 3Y | +111.7% | +50.0% | +61.8% | +52.2% |
| All | -26.7% | +232.6% | -259.3% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling