+650.9%
RIOT vs FIX
+3,564.5%
-2,913.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.8% |
| 7D | +29.0% | -13.9% | +42.9% | +38.2% |
| 30D | +7.1% | -35.5% | +42.6% | +37.7% |
| 3M | -6.8% | -33.9% | +27.1% | +17.3% |
| 6M | -24.9% | -43.3% | +18.4% | +4.0% |
| YTD | +42.7% | +18.7% | +24.0% | +29.6% |
| 1Y | +4.4% | +13.8% | -9.4% | -3.0% |
| 3Y | +74.5% | +495.0% | -420.4% | -39.3% |
| 5Y | -50.5% | +1,049.0% | -1,099.5% | -87.9% |
| 10Y | +685.8% | +3,644.4% | -2,958.6% | +27.4% |
| All | +650.9% | +3,564.5% | -2,913.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling