-20.3%
RIOT vs FIVE
+63.3%
-83.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.7% | +2.9% | +7.0% |
| 7D | +6.4% | +7.5% | -1.1% | +3.5% |
| 30D | -20.4% | +16.7% | -37.2% | -25.0% |
| 3M | -28.7% | +13.4% | -42.1% | -33.1% |
| 6M | -17.7% | +9.0% | -26.8% | -21.0% |
| YTD | +21.3% | +33.8% | -12.5% | -5.5% |
| 1Y | -20.3% | +61.2% | -81.4% | -49.8% |
| All | -20.3% | +63.3% | -83.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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