+805.4%
RIOT vs FDS
+123.0%
+682.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +5.1% |
| 7D | +14.8% | -1.9% | +16.7% | +16.1% |
| 30D | +1.4% | +9.0% | -7.6% | -4.1% |
| 3M | -20.6% | +18.9% | -39.5% | -32.1% |
| 6M | +31.9% | +35.1% | -3.2% | -1.0% |
| YTD | +72.1% | +5.5% | +66.6% | +52.9% |
| 1Y | +65.7% | -16.8% | +82.5% | +72.7% |
| 3Y | +97.5% | -28.1% | +125.5% | +129.0% |
| 5Y | -36.7% | -17.4% | -19.3% | -32.3% |
| 10Y | +550.1% | +85.4% | +464.7% | +272.5% |
| All | +805.4% | +123.0% | +682.4% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling