+45.1%
RIOT vs FIX
+125.7%
-80.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.8% |
| 7D | +18.4% | +3.5% | +14.9% | +15.2% |
| 30D | +13.8% | -3.5% | +17.3% | +16.5% |
| 3M | -12.7% | -11.8% | -1.0% | -4.8% |
| 6M | +50.1% | +17.8% | +32.3% | +30.8% |
| YTD | +74.2% | +73.3% | +0.9% | +16.3% |
| 1Y | +45.1% | +128.1% | -83.0% | -12.2% |
| All | +45.1% | +125.7% | -80.6% | -12.2% |
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