-29.5%
RIOT vs FN
-52.0%
+22.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +11.7% | +1.6% | +7.5% |
| 7D | +30.4% | 0.0% | +30.5% | +29.4% |
| 30D | -9.9% | -34.3% | +24.4% | +5.5% |
| 3M | -21.2% | -39.9% | +18.6% | -6.1% |
| 6M | -29.5% | -51.8% | +22.3% | -14.5% |
| All | -29.5% | -52.0% | +22.5% | -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 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