+650.9%
RIOT vs FFIV
+126.3%
+524.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.4% |
| 7D | +18.9% | -2.9% | +21.9% | +21.9% |
| 30D | +11.0% | -32.4% | +43.4% | +48.6% |
| 3M | -9.7% | -22.7% | +13.0% | +6.2% |
| 6M | -27.9% | -10.7% | -17.2% | -26.4% |
| YTD | +44.3% | +25.4% | +18.9% | +5.6% |
| 1Y | +13.3% | +34.2% | -20.9% | -22.4% |
| 3Y | +76.4% | +101.2% | -24.8% | -15.6% |
| 5Y | -53.8% | +42.0% | -95.7% | -69.2% |
| All | +650.9% | +126.3% | +524.6% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling