-54.5%
RIOT vs FICO
+81.4%
-135.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.6% | +13.3% |
| 7D | +30.4% | -0.9% | +31.4% | +30.6% |
| 30D | -9.9% | +3.3% | -13.2% | -12.1% |
| 3M | -21.2% | -31.7% | +10.5% | -14.7% |
| 6M | -29.5% | -34.0% | +4.5% | -27.6% |
| YTD | +31.9% | -58.3% | +90.2% | +66.3% |
| 1Y | -3.6% | -57.9% | +54.3% | +20.4% |
| 3Y | +51.8% | -24.1% | +75.8% | +10.7% |
| All | -54.5% | +81.4% | -135.9% | -82.8% |
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