+63.7%
RIOT vs FE
+47.1%
+16.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.7% | +13.2% |
| 7D | +30.4% | 0.0% | +30.5% | +30.4% |
| 30D | -9.9% | +5.2% | -15.1% | -9.9% |
| 3M | -21.2% | 0.0% | -21.2% | -21.2% |
| 6M | -29.5% | +5.0% | -34.5% | -29.4% |
| YTD | +31.9% | +7.9% | +24.0% | +32.2% |
| 1Y | -3.6% | +6.3% | -10.0% | -3.2% |
| All | +63.7% | +47.1% | +16.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling