-29.6%
RIOT vs FDX
+63.0%
-92.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.3% |
| 7D | +18.4% | -2.3% | +20.8% | +20.7% |
| 30D | +13.8% | -4.9% | +18.7% | +17.6% |
| 3M | -12.7% | -6.5% | -6.3% | -9.1% |
| 6M | +50.1% | +6.7% | +43.5% | +40.5% |
| YTD | +74.2% | +33.9% | +40.3% | +36.3% |
| 1Y | +45.1% | +72.2% | -27.1% | -8.1% |
| 3Y | +101.6% | +60.2% | +41.3% | +25.9% |
| 5Y | -29.6% | +62.9% | -92.5% | -58.4% |
| All | -29.6% | +63.0% | -92.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling