+543.3%
RIOT vs FICO
+606.0%
-62.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.7% | +19.8% | +11.6% |
| 7D | +14.8% | -19.2% | +34.0% | +26.5% |
| 30D | +1.4% | -14.6% | +16.0% | +7.5% |
| 3M | -20.6% | -20.1% | -0.5% | -18.0% |
| 6M | +31.9% | -36.3% | +68.2% | +49.8% |
| YTD | +72.1% | -44.9% | +116.9% | +111.1% |
| 1Y | +65.7% | -38.6% | +104.3% | +82.1% |
| 3Y | +97.5% | +4.0% | +93.5% | +36.0% |
| 5Y | -36.7% | +99.5% | -136.2% | -73.6% |
| All | +543.3% | +606.0% | -62.7% | +11.1% |
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