+27.7%
RIOT vs FE
+11.5%
+16.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | +3.5% | -1.3% | +4.8% | +3.8% |
| 3M | -13.0% | +0.6% | -13.6% | -12.7% |
| 6M | +43.1% | -6.8% | +50.0% | +51.9% |
| YTD | +65.4% | +6.4% | +58.9% | +55.5% |
| 1Y | +27.7% | +11.3% | +16.5% | +31.6% |
| All | +27.7% | +11.5% | +16.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling