+82.1%
RIOT vs FN
+111.9%
-29.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -0.4% |
| 7D | +20.8% | +20.8% | 0.0% | +9.7% |
| 30D | +7.0% | -17.3% | +24.3% | +16.7% |
| 3M | -12.3% | -38.1% | +25.9% | +7.8% |
| 6M | -27.3% | -44.2% | +17.0% | -9.1% |
| YTD | +40.7% | -22.3% | +63.0% | +46.0% |
| 1Y | +15.3% | -20.9% | +36.3% | +18.3% |
| All | +82.1% | +111.9% | -29.7% | +14.5% |
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 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