+103.3%
RIOT vs FFIV
+141.9%
-38.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +25.1% | -1.5% | +26.7% | +26.7% |
| 30D | +8.5% | -2.7% | +11.1% | +10.3% |
| 3M | -13.4% | -1.7% | -11.7% | -13.2% |
| 6M | +57.1% | +36.1% | +21.0% | +15.7% |
| YTD | +75.7% | +52.6% | +23.1% | +14.8% |
| 1Y | +65.6% | +21.5% | +44.1% | +35.2% |
| 3Y | +103.3% | +142.7% | -39.4% | -12.2% |
| All | +103.3% | +141.9% | -38.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling