-20.3%
RIOT vs FIX
+14.3%
-34.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -15.1% | +24.7% | +21.6% |
| 7D | +6.4% | -18.9% | +25.3% | +23.5% |
| 30D | -20.4% | -36.3% | +15.8% | +13.3% |
| 3M | -28.7% | -38.5% | +9.8% | +3.9% |
| 6M | -17.7% | -42.3% | +24.5% | +24.3% |
| YTD | +21.3% | +17.1% | +4.2% | -3.4% |
| 1Y | -20.3% | +14.4% | -34.7% | -36.5% |
| All | -20.3% | +14.3% | -34.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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