+485.8%
RIOT vs FITB
+290.8%
+195.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | +5.7% | -5.7% | +11.3% | +10.0% |
| 3M | -17.9% | +3.2% | -21.0% | -20.2% |
| 6M | +45.0% | +23.4% | +21.6% | +23.9% |
| YTD | +69.5% | +18.8% | +50.7% | +47.6% |
| 1Y | +37.2% | +25.0% | +12.2% | +15.4% |
| 3Y | +111.7% | +131.2% | -19.5% | +23.5% |
| 5Y | -27.5% | +70.7% | -98.2% | -47.4% |
| All | +485.8% | +290.8% | +195.0% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling