+805.4%
RIOT vs FE
+101.5%
+703.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +14.8% | +1.9% | +12.9% | +14.0% |
| 30D | +1.4% | -1.2% | +2.6% | +2.0% |
| 3M | -20.6% | +3.5% | -24.1% | -21.8% |
| 6M | +31.9% | -6.1% | +37.9% | +34.5% |
| YTD | +72.1% | +7.6% | +64.4% | +66.5% |
| 1Y | +65.7% | +11.9% | +53.7% | +57.9% |
| 3Y | +97.5% | +48.4% | +49.0% | +63.4% |
| 5Y | -36.7% | +44.8% | -81.5% | -46.7% |
| 10Y | +550.1% | +115.9% | +434.3% | +458.5% |
| All | +805.4% | +101.5% | +703.9% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling