+48.9%
RIOT vs FGI
-70.4%
+119.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +2.8% |
| 7D | +14.8% | +0.5% | +14.3% | +14.7% |
| 30D | +1.4% | +65.4% | -64.0% | -4.4% |
| 3M | -20.6% | +23.5% | -44.1% | -24.0% |
| 6M | +31.9% | +60.5% | -28.6% | +18.0% |
| YTD | +72.1% | +30.0% | +42.1% | +56.7% |
| 1Y | +65.7% | +82.1% | -16.4% | +37.8% |
| 3Y | +97.5% | -4.4% | +101.9% | +66.8% |
| All | +48.9% | -70.4% | +119.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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