+805.4%
RIOT vs FLEX
+1,117.1%
-311.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.1% |
| 7D | +14.8% | -0.9% | +15.7% | +15.7% |
| 30D | +1.4% | -10.1% | +11.5% | +8.7% |
| 3M | -20.6% | -31.3% | +10.7% | +1.1% |
| 6M | +31.9% | +71.3% | -39.4% | -12.8% |
| YTD | +72.1% | +81.2% | -9.2% | +9.2% |
| 1Y | +65.7% | +98.5% | -32.8% | -0.9% |
| 3Y | +97.5% | +428.2% | -330.8% | -38.1% |
| 5Y | -36.7% | +657.3% | -694.0% | -83.6% |
| 10Y | +550.1% | +995.9% | -445.8% | +61.6% |
| All | +805.4% | +1,117.1% | -311.7% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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