+471.6%
RIOT vs FDS
+66.9%
+404.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.8% | +0.7% | -1.8% |
| 7D | -0.9% | -16.0% | +15.1% | +9.1% |
| 30D | +3.5% | -6.7% | +10.2% | +6.9% |
| 3M | -13.0% | +6.0% | -19.0% | -20.9% |
| 6M | +43.1% | +25.1% | +18.0% | +10.6% |
| YTD | +65.4% | -8.1% | +73.5% | +58.5% |
| 1Y | +27.7% | -26.0% | +53.8% | +41.9% |
| 3Y | +91.3% | -36.4% | +127.7% | +137.1% |
| 5Y | -29.3% | -27.7% | -1.5% | -18.7% |
| All | +471.6% | +66.9% | +404.7% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling