-29.3%
RIOT vs FIS
-65.9%
+36.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.2% | -6.3% | -5.7% |
| 7D | -0.9% | -8.9% | +8.0% | +3.8% |
| 30D | +3.5% | -9.9% | +13.4% | +8.4% |
| 3M | -13.0% | 0.0% | -13.0% | -16.9% |
| 6M | +43.1% | -22.9% | +66.0% | +58.7% |
| YTD | +65.4% | -40.9% | +106.2% | +118.0% |
| 1Y | +27.7% | -40.4% | +68.2% | +66.5% |
| 3Y | +91.3% | -25.4% | +116.7% | +110.4% |
| 5Y | -29.3% | -64.8% | +35.6% | +31.8% |
| All | -29.3% | -65.9% | +36.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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