+805.4%
RIOT vs FIS
-19.8%
+825.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.6% |
| 7D | +14.8% | +1.1% | +13.7% | +14.2% |
| 30D | +1.4% | -2.2% | +3.6% | +1.9% |
| 3M | -20.6% | +2.1% | -22.8% | -24.3% |
| 6M | +31.9% | -14.7% | +46.6% | +37.7% |
| YTD | +72.1% | -35.7% | +107.8% | +112.9% |
| 1Y | +65.7% | -37.1% | +102.7% | +106.3% |
| 3Y | +97.5% | -20.0% | +117.5% | +111.3% |
| 5Y | -36.7% | -62.1% | +25.4% | +4.6% |
| 10Y | +550.1% | -37.4% | +587.5% | +903.6% |
| All | +805.4% | -19.8% | +825.2% | +1,528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling