+65.7%
RIOT vs FDS
-17.4%
+83.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +2.3% |
| 7D | +14.8% | -1.9% | +16.7% | +14.2% |
| 30D | +1.4% | +9.0% | -7.6% | +3.9% |
| 3M | -20.6% | +18.9% | -39.5% | -16.5% |
| 6M | +31.9% | +35.1% | -3.2% | +41.1% |
| YTD | +72.1% | +5.5% | +66.6% | +77.1% |
| 1Y | +65.7% | -16.8% | +82.5% | +77.4% |
| All | +65.7% | -17.4% | +83.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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