-20.3%
RIOT vs FITB
+36.9%
-57.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.2% | +9.0% |
| 7D | +6.4% | +2.3% | +4.0% | +5.0% |
| 30D | -20.4% | +7.7% | -28.2% | -23.4% |
| 3M | -28.7% | -4.5% | -24.2% | -27.4% |
| 6M | -17.7% | +12.5% | -30.2% | -24.3% |
| YTD | +21.3% | +19.8% | +1.5% | +3.3% |
| 1Y | -20.3% | +34.1% | -54.4% | -38.5% |
| All | -20.3% | +36.9% | -57.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling