+685.8%
RIOT vs FICO
+544.0%
+141.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.4% |
| 7D | +49.2% | -0.1% | +49.2% | +49.0% |
| 30D | +4.6% | +8.4% | -3.8% | -1.2% |
| 3M | -13.9% | -30.5% | +16.6% | -4.9% |
| 6M | -26.7% | -35.7% | +9.1% | -21.2% |
| YTD | +39.4% | -57.2% | +96.6% | +82.4% |
| 1Y | +3.8% | -58.4% | +62.2% | +37.9% |
| 3Y | +73.0% | -24.8% | +97.8% | +36.0% |
| 5Y | -55.7% | +79.3% | -135.0% | -82.0% |
| 10Y | +685.8% | +531.6% | +154.2% | +102.4% |
| All | +685.8% | +544.0% | +141.9% | +102.4% |
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