-29.3%
RIOT vs FITB
+68.4%
-97.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.5% |
| 7D | -0.9% | -1.0% | +0.1% | 0.0% |
| 30D | +3.5% | -5.5% | +9.0% | +9.1% |
| 3M | -13.0% | +4.1% | -17.1% | -17.2% |
| 6M | +43.1% | +18.7% | +24.4% | +19.1% |
| YTD | +65.4% | +18.2% | +47.2% | +36.3% |
| 1Y | +27.7% | +23.7% | +4.1% | +0.5% |
| 3Y | +91.3% | +130.8% | -39.4% | -10.9% |
| 5Y | -29.3% | +69.8% | -99.0% | -51.7% |
| All | -29.3% | +68.4% | -97.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling