+2.0%
RIOT vs FN
-20.4%
+22.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.9% | -6.2% | -0.7% |
| 7D | +49.2% | +16.3% | +32.9% | +36.3% |
| 30D | +4.6% | -24.7% | +29.3% | +19.3% |
| 3M | -13.9% | -34.9% | +21.0% | +3.6% |
| 6M | -26.7% | -41.1% | +14.4% | -10.9% |
| YTD | +39.4% | -19.6% | +59.0% | +31.6% |
| All | +2.0% | -20.4% | +22.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling