+805.4%
RIOT vs FFIV
+271.0%
+534.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.5% |
| 7D | +14.8% | -1.0% | +15.8% | +15.7% |
| 30D | +1.4% | -5.1% | +6.5% | +5.2% |
| 3M | -20.6% | -4.5% | -16.2% | -18.4% |
| 6M | +31.9% | +36.5% | -4.6% | -1.0% |
| YTD | +72.1% | +53.0% | +19.1% | +16.7% |
| 1Y | +65.7% | +24.2% | +41.4% | +33.1% |
| 3Y | +97.5% | +137.2% | -39.7% | -5.1% |
| 5Y | -36.7% | +91.8% | -128.5% | -62.7% |
| 10Y | +550.1% | +215.2% | +335.0% | +246.0% |
| All | +805.4% | +271.0% | +534.4% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling