+632.4%
RIOT vs FICO
+524.6%
+107.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | +20.8% | +1.4% | +19.4% | +20.1% |
| 30D | +7.0% | -0.8% | +7.7% | +5.9% |
| 3M | -12.3% | -31.3% | +19.0% | -2.4% |
| 6M | -27.3% | -33.9% | +6.7% | -23.1% |
| YTD | +40.7% | -57.6% | +98.3% | +84.9% |
| 1Y | +15.3% | -59.7% | +75.0% | +56.2% |
| 3Y | +72.1% | -28.0% | +100.1% | +39.3% |
| 5Y | -59.7% | +91.0% | -150.6% | -84.4% |
| All | +632.4% | +524.6% | +107.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling