+31.9%
RIOT vs FN
-28.3%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.6% |
| 7D | +14.8% | -1.7% | +16.5% | +15.7% |
| 30D | +1.4% | -22.0% | +23.4% | +12.0% |
| 3M | -20.6% | -43.0% | +22.4% | -1.0% |
| 6M | +31.9% | -27.7% | +59.6% | +38.0% |
| All | +31.9% | -28.3% | +60.2% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling