+650.9%
RIOT vs FIVE
+518.9%
+132.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +29.0% | +7.3% | +21.6% | +24.9% |
| 30D | +7.1% | +18.1% | -11.0% | -1.2% |
| 3M | -6.8% | +7.7% | -14.5% | -11.1% |
| 6M | -24.9% | +13.6% | -38.5% | -31.4% |
| YTD | +42.7% | +34.6% | +8.1% | +20.2% |
| 1Y | +4.4% | +66.2% | -61.9% | -20.7% |
| 3Y | +74.5% | +43.5% | +31.0% | +28.6% |
| 5Y | -50.5% | +20.7% | -71.1% | -60.0% |
| 10Y | +685.8% | +541.5% | +144.3% | +277.5% |
| All | +650.9% | +518.9% | +132.0% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling