+824.5%
RIOT vs FERG
+378.7%
+445.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +25.1% | +3.4% | +21.8% | +23.2% |
| 30D | +8.5% | -11.5% | +20.0% | +14.5% |
| 3M | -13.4% | +1.3% | -14.6% | -14.4% |
| 6M | +57.1% | -1.0% | +58.1% | +57.3% |
| YTD | +75.7% | +3.2% | +72.5% | +73.5% |
| 1Y | +65.6% | -3.0% | +68.6% | +67.8% |
| 3Y | +103.3% | +55.0% | +48.3% | +71.9% |
| 5Y | -26.7% | +72.6% | -99.4% | -40.9% |
| 10Y | +527.2% | +358.9% | +168.2% | +374.4% |
| All | +824.5% | +378.7% | +445.8% | +560.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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