+73.0%
RIOT vs FIVE
+42.1%
+30.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.0% |
| 7D | +49.2% | +6.2% | +43.0% | +46.6% |
| 30D | +4.6% | +18.2% | -13.6% | -0.5% |
| 3M | -13.9% | +3.8% | -17.8% | -15.3% |
| 6M | -26.7% | +13.7% | -40.4% | -30.5% |
| YTD | +39.4% | +34.7% | +4.7% | +25.9% |
| 1Y | +3.8% | +66.6% | -62.8% | -11.8% |
| 3Y | +73.0% | +44.3% | +28.7% | +51.1% |
| All | +73.0% | +42.1% | +30.9% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling