-54.5%
RIOT vs FN
+170.4%
-224.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +11.7% | +1.6% | +7.2% |
| 7D | +30.4% | 0.0% | +30.5% | +30.1% |
| 30D | -9.9% | -34.3% | +24.4% | +11.1% |
| 3M | -21.2% | -39.9% | +18.6% | -0.7% |
| 6M | -29.5% | -51.8% | +22.3% | -3.8% |
| YTD | +31.9% | -28.1% | +60.0% | +43.2% |
| 1Y | -3.6% | -29.1% | +25.4% | +5.0% |
| 3Y | +51.8% | +102.4% | -50.7% | -13.9% |
| All | -54.5% | +170.4% | -224.8% | -81.1% |
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