-32.1%
RIOT vs FICO
+99.8%
-131.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.7% | +19.8% | +9.3% |
| 7D | +14.8% | -19.2% | +34.0% | +23.3% |
| 30D | +1.4% | -14.6% | +16.0% | +5.9% |
| 3M | -20.6% | -20.1% | -0.5% | -19.2% |
| 6M | +31.9% | -36.3% | +68.2% | +46.6% |
| YTD | +72.1% | -44.9% | +116.9% | +105.3% |
| 1Y | +65.7% | -38.6% | +104.3% | +78.5% |
| 3Y | +97.5% | +4.0% | +93.5% | +30.3% |
| All | -32.1% | +99.8% | -131.9% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling