-59.7%
RIOT vs FLUT
-49.0%
-10.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -0.7% |
| 7D | +20.8% | -1.2% | +22.0% | +21.3% |
| 30D | +7.0% | +5.0% | +1.9% | +3.1% |
| 3M | -12.3% | -16.4% | +4.2% | -7.7% |
| 6M | -27.3% | -14.6% | -12.7% | -27.1% |
| YTD | +40.7% | -61.9% | +102.6% | +115.4% |
| 1Y | +15.3% | -65.0% | +80.4% | +86.1% |
| 3Y | +72.1% | -44.8% | +116.9% | +104.1% |
| 5Y | -59.7% | -49.9% | -9.7% | -55.2% |
| All | -59.7% | -49.0% | -10.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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