-28.3%
RIOT vs FIX
+2,114.1%
-2,142.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +1.7% |
| 7D | +14.8% | +6.0% | +8.8% | +10.0% |
| 30D | +1.4% | -7.2% | +8.6% | +6.9% |
| 3M | -20.6% | -15.9% | -4.8% | -9.9% |
| 6M | +31.9% | +12.7% | +19.1% | +21.4% |
| YTD | +72.1% | +72.8% | -0.7% | +17.1% |
| 1Y | +65.7% | +122.9% | -57.2% | -7.3% |
| 3Y | +97.5% | +774.3% | -676.9% | -64.9% |
| All | -28.3% | +2,114.1% | -2,142.3% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling