-26.7%
RIOT vs FFIV
+92.2%
-118.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +25.1% | -1.5% | +26.7% | +27.1% |
| 30D | +8.5% | -2.7% | +11.1% | +10.6% |
| 3M | -13.4% | -1.7% | -11.7% | -13.6% |
| 6M | +57.1% | +36.1% | +21.0% | +6.9% |
| YTD | +75.7% | +52.6% | +23.1% | +3.3% |
| 1Y | +65.6% | +21.5% | +44.1% | +25.6% |
| 3Y | +103.3% | +142.7% | -39.4% | -35.5% |
| 5Y | -26.7% | +92.6% | -119.3% | -66.9% |
| All | -26.7% | +92.2% | -118.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling