+117.7%
RIOT vs FDS
-32.7%
+150.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +18.4% | -8.8% | +27.2% | +19.0% |
| 30D | +13.8% | -1.4% | +15.1% | +13.8% |
| 3M | -12.7% | +13.9% | -26.6% | -14.8% |
| 6M | +50.1% | +27.4% | +22.7% | +40.7% |
| YTD | +74.2% | -2.5% | +76.7% | +80.4% |
| 1Y | +45.1% | -23.8% | +68.9% | +72.0% |
| All | +117.7% | -32.7% | +150.4% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling