-27.3%
RIOT vs FLUT
-12.4%
-14.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -3.9% |
| 7D | +20.8% | -1.2% | +22.0% | +20.4% |
| 30D | +7.0% | +5.0% | +1.9% | +8.4% |
| 3M | -12.3% | -16.4% | +4.2% | -15.4% |
| 6M | -27.3% | -14.6% | -12.7% | -32.9% |
| All | -27.3% | -12.4% | -14.9% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling