+528.1%
RIOT vs FIX
+5,928.8%
-5,400.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.4% |
| 7D | +18.4% | +3.5% | +14.9% | +16.0% |
| 30D | +13.8% | -3.5% | +17.3% | +16.0% |
| 3M | -12.7% | -11.8% | -1.0% | -5.5% |
| 6M | +50.1% | +17.8% | +32.3% | +37.3% |
| YTD | +74.2% | +73.3% | +0.9% | +27.1% |
| 1Y | +45.1% | +128.1% | -83.0% | -10.6% |
| 3Y | +101.6% | +772.7% | -671.1% | -45.9% |
| 5Y | -29.6% | +2,166.4% | -2,196.1% | -88.6% |
| 10Y | +528.1% | +6,034.5% | -5,506.3% | -28.8% |
| All | +528.1% | +5,928.8% | -5,400.7% | -28.8% |
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