-58.4%
RIOT vs FN
+169.4%
-227.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | +2.0% |
| 7D | +4.8% | +0.3% | +4.6% | +4.1% |
| 30D | +16.0% | -16.5% | +32.6% | +26.3% |
| 3M | -8.8% | -42.1% | +33.3% | +16.7% |
| 6M | -29.7% | -52.9% | +23.2% | -3.2% |
| YTD | +38.3% | -28.0% | +66.2% | +49.1% |
| 1Y | +26.2% | -18.5% | +44.7% | +27.3% |
| 3Y | +79.0% | +93.9% | -14.9% | +4.3% |
| All | -58.4% | +169.4% | -227.8% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling