-55.7%
RIOT vs FIX
+1,049.0%
-1,104.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.7% | -1.2% |
| 7D | +49.2% | -7.2% | +56.4% | +53.7% |
| 30D | +4.6% | -35.1% | +39.7% | +40.7% |
| 3M | -13.9% | -34.3% | +20.3% | +13.6% |
| 6M | -26.7% | -42.9% | +16.3% | +7.2% |
| YTD | +39.4% | +19.5% | +19.9% | +20.5% |
| 1Y | +3.8% | +16.8% | -13.0% | -9.1% |
| 3Y | +73.0% | +506.7% | -433.7% | -62.1% |
| 5Y | -55.7% | +1,046.7% | -1,102.4% | -95.5% |
| All | -55.7% | +1,049.0% | -1,104.7% | -95.5% |
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