+640.5%
RIOT vs FLUT
-40.2%
+680.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -1.1% |
| 7D | +20.8% | -1.2% | +22.0% | +21.2% |
| 30D | +7.0% | +5.0% | +1.9% | +4.2% |
| 3M | -12.3% | -16.4% | +4.2% | -8.9% |
| 6M | -27.3% | -14.6% | -12.7% | -26.8% |
| YTD | +40.7% | -61.9% | +102.6% | +88.0% |
| 1Y | +15.3% | -65.0% | +80.4% | +59.6% |
| 3Y | +72.1% | -44.8% | +116.9% | +101.6% |
| 5Y | -59.7% | -49.9% | -9.7% | -53.5% |
| 10Y | +651.6% | -26.1% | +677.7% | +684.3% |
| All | +640.5% | -40.2% | +680.7% | +758.3% |
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 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