+26.2%
RIOT vs FIVE
+62.4%
-36.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.8% | +2.7% | +2.2% | +3.9% |
| 30D | +16.0% | +12.7% | +3.4% | +11.6% |
| 3M | -8.8% | +2.1% | -10.9% | -9.6% |
| 6M | -29.7% | +17.5% | -47.2% | -35.2% |
| YTD | +38.3% | +31.0% | +7.3% | +15.0% |
| 1Y | +26.2% | +67.7% | -41.5% | -1.9% |
| All | +26.2% | +62.4% | -36.2% | -1.9% |
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