-26.7%
RIOT vs FE
+48.2%
-74.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +25.1% | +0.6% | +24.5% | +24.9% |
| 30D | +8.5% | -2.1% | +10.6% | +9.5% |
| 3M | -13.4% | +2.6% | -16.0% | -14.2% |
| 6M | +57.1% | -6.8% | +63.9% | +61.2% |
| YTD | +75.7% | +6.9% | +68.8% | +70.3% |
| 1Y | +65.6% | +11.6% | +54.1% | +58.1% |
| 3Y | +103.3% | +47.7% | +55.6% | +60.8% |
| 5Y | -26.7% | +46.2% | -72.9% | -33.3% |
| All | -26.7% | +48.2% | -74.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling