+805.4%
RIOT vs FIVE
+515.7%
+289.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +0.7% |
| 7D | +14.8% | +4.3% | +10.5% | +12.4% |
| 30D | +1.4% | +12.5% | -11.1% | -5.1% |
| 3M | -20.6% | +31.2% | -51.9% | -31.4% |
| 6M | +31.9% | +14.4% | +17.5% | +20.5% |
| YTD | +72.1% | +33.9% | +38.2% | +45.8% |
| 1Y | +65.7% | +65.1% | +0.6% | +26.5% |
| 3Y | +97.5% | +49.0% | +48.5% | +43.0% |
| 5Y | -36.7% | +30.3% | -67.0% | -50.4% |
| 10Y | +550.1% | +481.1% | +69.0% | +215.0% |
| All | +805.4% | +515.7% | +289.7% | +313.5% |
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