-28.7%
RIOT vs FE
+6.6%
-35.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.3% |
| 7D | +29.0% | -0.5% | +29.5% | +28.6% |
| 30D | +7.1% | +4.3% | +2.8% | +7.9% |
| 3M | -6.8% | +0.4% | -7.2% | -6.1% |
| All | -28.7% | +6.6% | -35.2% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling