-29.6%
RIOT vs FLUT
-48.5%
+18.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | +18.4% | -2.6% | +21.0% | +19.8% |
| 30D | +13.8% | +5.4% | +8.4% | +10.1% |
| 3M | -12.7% | -10.8% | -2.0% | -10.9% |
| 6M | +50.1% | -9.2% | +59.3% | +49.9% |
| YTD | +74.2% | -53.8% | +128.0% | +145.3% |
| 1Y | +45.1% | -66.0% | +111.1% | +141.6% |
| 3Y | +101.6% | -44.7% | +146.2% | +149.5% |
| 5Y | -29.6% | -50.6% | +21.0% | -35.3% |
| All | -29.6% | -48.5% | +18.9% | -35.3% |
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