+627.6%
RIOT vs FFIV
+193.7%
+433.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | +0.3% |
| 7D | +4.8% | -0.5% | +5.4% | +5.4% |
| 30D | +16.0% | -32.4% | +48.4% | +51.6% |
| 3M | -8.8% | -25.7% | +16.9% | +9.4% |
| 6M | -29.7% | -13.5% | -16.2% | -26.4% |
| YTD | +38.3% | +21.1% | +17.2% | +7.3% |
| 1Y | +26.2% | +29.4% | -3.2% | -7.7% |
| 3Y | +79.0% | +94.9% | -15.9% | -4.7% |
| 5Y | -60.4% | +34.7% | -95.1% | -71.4% |
| 10Y | +638.6% | +119.0% | +519.6% | +333.9% |
| All | +627.6% | +193.7% | +433.9% | +381.4% |
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