+26.2%
RIOT vs FDS
+25.7%
+0.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | +4.8% | +1.5% | +3.4% | +5.3% |
| 30D | +16.0% | +14.8% | +1.2% | +20.8% |
| 3M | -8.8% | +16.3% | -25.1% | -4.1% |
| 6M | -29.7% | +66.2% | -95.9% | -21.9% |
| YTD | +38.3% | +16.2% | +22.0% | +47.7% |
| 1Y | +26.2% | +21.8% | +4.4% | +36.6% |
| All | +26.2% | +25.7% | +0.5% | +36.6% |
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