+18.2%
RIOT vs FFIV
+33.1%
-14.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | +18.9% | -2.9% | +21.9% | +20.2% |
| 30D | +11.0% | -32.4% | +43.4% | +24.1% |
| 3M | -9.7% | -22.7% | +13.0% | -4.5% |
| 6M | -27.9% | -10.7% | -17.2% | -28.6% |
| YTD | +44.3% | +25.4% | +18.9% | +17.6% |
| All | +18.2% | +33.1% | -14.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling