+73.0%
RIOT vs FIX
+503.8%
-430.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.7% | -0.7% |
| 7D | +49.2% | -7.2% | +56.4% | +53.4% |
| 30D | +4.6% | -35.1% | +39.7% | +38.4% |
| 3M | -13.9% | -34.3% | +20.3% | +11.9% |
| 6M | -26.7% | -42.9% | +16.3% | +4.9% |
| YTD | +39.4% | +19.5% | +19.9% | +24.1% |
| 1Y | +3.8% | +16.8% | -13.0% | -6.4% |
| 3Y | +73.0% | +506.7% | -433.7% | -31.3% |
| All | +73.0% | +503.8% | -430.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling