-28.5%
RIOT vs FFIV
-10.4%
-18.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.3% |
| 7D | +20.8% | +1.9% | +18.9% | +20.3% |
| 30D | +7.0% | -33.3% | +40.3% | +14.1% |
| 3M | -12.3% | -24.9% | +12.6% | -8.5% |
| All | -28.5% | -10.4% | -18.0% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling