+685.8%
RIOT vs FIX
+3,723.8%
-3,038.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.8% |
| 7D | +29.0% | -13.9% | +42.9% | +38.4% |
| 30D | +7.1% | -35.5% | +42.6% | +38.6% |
| 3M | -6.8% | -33.9% | +27.1% | +18.0% |
| 6M | -24.9% | -43.3% | +18.4% | +4.8% |
| YTD | +42.7% | +18.7% | +24.0% | +28.9% |
| 1Y | +4.4% | +13.8% | -9.4% | -3.4% |
| 3Y | +74.5% | +495.0% | -420.4% | -42.0% |
| 5Y | -50.5% | +1,049.0% | -1,099.5% | -88.7% |
| 10Y | +685.8% | +3,644.4% | -2,958.6% | +29.1% |
| All | +685.8% | +3,723.8% | -3,038.0% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling