+805.4%
RIOT vs FLUT
-27.0%
+832.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.9% |
| 7D | +14.8% | -1.6% | +16.4% | +15.5% |
| 30D | +1.4% | +7.7% | -6.4% | -1.8% |
| 3M | -20.6% | -0.7% | -19.9% | -22.5% |
| 6M | +31.9% | -11.2% | +43.0% | +33.1% |
| YTD | +72.1% | -53.4% | +125.5% | +118.5% |
| 1Y | +65.7% | -65.8% | +131.4% | +136.2% |
| 3Y | +97.5% | -44.9% | +142.4% | +134.7% |
| 5Y | -36.7% | -49.7% | +13.0% | -28.5% |
| 10Y | +550.1% | -9.7% | +559.9% | +544.9% |
| All | +805.4% | -27.0% | +832.4% | +897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling