+685.8%
RIOT vs FN
+837.6%
-151.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.9% | -6.2% | -0.3% |
| 7D | +49.2% | +16.3% | +32.9% | +37.5% |
| 30D | +4.6% | -24.7% | +29.3% | +20.1% |
| 3M | -13.9% | -34.9% | +21.0% | +4.1% |
| 6M | -26.7% | -41.1% | +14.4% | -9.5% |
| YTD | +39.4% | -19.6% | +59.0% | +43.6% |
| 1Y | +3.8% | -18.5% | +22.3% | +6.0% |
| 3Y | +73.0% | +119.1% | -46.2% | -2.9% |
| 5Y | -55.7% | +206.9% | -262.6% | -80.3% |
| 10Y | +685.8% | +826.4% | -140.6% | +132.5% |
| All | +685.8% | +837.6% | -151.7% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling