+528.1%
RIOT vs FE
+110.4%
+417.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +18.4% | -0.2% | +18.6% | +18.6% |
| 30D | +13.8% | -1.2% | +14.9% | +14.4% |
| 3M | -12.7% | +1.7% | -14.4% | -13.4% |
| 6M | +50.1% | -7.5% | +57.6% | +54.1% |
| YTD | +74.2% | +6.3% | +67.9% | +69.2% |
| 1Y | +45.1% | +10.9% | +34.2% | +38.7% |
| 3Y | +101.6% | +46.9% | +54.6% | +66.7% |
| 5Y | -29.6% | +47.6% | -77.2% | -41.5% |
| 10Y | +528.1% | +114.5% | +413.7% | +455.4% |
| All | +528.1% | +110.4% | +417.8% | +455.4% |
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