+685.8%
RIOT vs FE
+110.9%
+574.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +29.0% | -0.5% | +29.5% | +29.2% |
| 30D | +7.1% | +4.3% | +2.8% | +5.1% |
| 3M | -6.8% | +0.4% | -7.2% | -7.2% |
| 6M | -24.9% | +6.9% | -31.9% | -27.2% |
| YTD | +42.7% | +8.0% | +34.7% | +37.5% |
| 1Y | +4.4% | +4.8% | -0.4% | +1.8% |
| 3Y | +74.5% | +49.0% | +25.6% | +44.4% |
| 5Y | -50.5% | +46.2% | -96.7% | -58.4% |
| 10Y | +685.8% | +120.9% | +564.9% | +671.8% |
| All | +685.8% | +110.9% | +574.9% | +671.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling