-58.4%
RIOT vs FICO
+91.4%
-149.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +2.2% | +2.6% | +4.2% |
| 30D | +16.0% | +0.1% | +15.9% | +15.0% |
| 3M | -8.8% | -35.2% | +26.4% | +1.3% |
| 6M | -29.7% | -32.4% | +2.7% | -28.2% |
| YTD | +38.3% | -57.4% | +95.7% | +73.6% |
| 1Y | +26.2% | -58.5% | +84.8% | +60.5% |
| 3Y | +79.0% | -28.9% | +107.8% | +38.2% |
| All | -58.4% | +91.4% | -149.8% | -85.1% |
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 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