-20.3%
RIOT vs FICO
-57.1%
+36.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.2% | +12.9% | +9.0% |
| 7D | +6.4% | +0.4% | +6.0% | +6.5% |
| 30D | -20.4% | +1.7% | -22.1% | -19.8% |
| 3M | -28.7% | -33.0% | +4.3% | -32.8% |
| 6M | -17.7% | -33.9% | +16.1% | -25.8% |
| YTD | +21.3% | -58.5% | +79.8% | +5.0% |
| 1Y | -20.3% | -56.4% | +36.1% | -28.7% |
| All | -20.3% | -57.1% | +36.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling