+51.8%
RIOT vs FN
+101.0%
-49.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +11.7% | +1.6% | +7.4% |
| 7D | +30.4% | 0.0% | +30.5% | +30.0% |
| 30D | -9.9% | -34.3% | +24.4% | +10.0% |
| 3M | -21.2% | -39.9% | +18.6% | -1.7% |
| 6M | -29.5% | -51.8% | +22.3% | -5.2% |
| YTD | +31.9% | -28.1% | +60.0% | +42.9% |
| 1Y | -3.6% | -29.1% | +25.4% | +4.8% |
| 3Y | +51.8% | +102.4% | -50.7% | +0.9% |
| All | +51.8% | +101.0% | -49.2% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling