+805.4%
RIOT vs FN
+1,144.0%
-338.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.6% |
| 7D | +14.8% | -1.7% | +16.5% | +15.8% |
| 30D | +1.4% | -22.0% | +23.4% | +12.6% |
| 3M | -20.6% | -43.0% | +22.4% | +1.6% |
| 6M | +31.9% | -27.7% | +59.6% | +46.6% |
| YTD | +72.1% | -10.5% | +82.6% | +70.2% |
| 1Y | +65.7% | +12.5% | +53.2% | +45.5% |
| 3Y | +97.5% | +153.8% | -56.3% | +7.2% |
| 5Y | -36.7% | +288.0% | -324.7% | -73.3% |
| 10Y | +550.1% | +906.4% | -356.3% | +91.8% |
| All | +805.4% | +1,144.0% | -338.6% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling