-29.6%
RIOT vs FIVE
+35.6%
-65.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.6% |
| 7D | +18.4% | +1.7% | +16.8% | +17.3% |
| 30D | +13.8% | +5.0% | +8.8% | +9.9% |
| 3M | -12.7% | +29.5% | -42.2% | -25.3% |
| 6M | +50.1% | +12.4% | +37.7% | +36.7% |
| YTD | +74.2% | +31.2% | +43.0% | +46.1% |
| 1Y | +45.1% | +72.9% | -27.8% | +4.8% |
| 3Y | +101.6% | +53.0% | +48.5% | +44.8% |
| 5Y | -29.6% | +34.2% | -63.8% | -44.8% |
| All | -29.6% | +35.6% | -65.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling