+627.6%
RIOT vs FDX
+193.6%
+434.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.7% |
| 7D | +4.8% | +5.2% | -0.3% | +1.4% |
| 30D | +16.0% | +11.3% | +4.7% | +7.7% |
| 3M | -8.8% | -4.1% | -4.7% | -6.8% |
| 6M | -29.7% | +9.6% | -39.3% | -34.9% |
| YTD | +38.3% | +40.9% | -2.6% | +7.7% |
| 1Y | +26.2% | +53.0% | -26.8% | -7.1% |
| 3Y | +79.0% | +74.1% | +4.9% | +15.0% |
| 5Y | -60.4% | +75.1% | -135.4% | -74.5% |
| 10Y | +638.6% | +156.9% | +481.6% | +275.4% |
| All | +627.6% | +193.6% | +434.0% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling