+558.8%
RIOT vs FOXA
+86.3%
+472.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | +18.4% | -5.4% | +23.9% | +22.0% |
| 30D | +13.8% | +1.1% | +12.6% | +12.4% |
| 3M | -12.7% | -6.1% | -6.6% | -12.8% |
| 6M | +50.1% | +8.2% | +41.9% | +37.0% |
| YTD | +74.2% | -11.8% | +86.0% | +79.6% |
| 1Y | +45.1% | +9.9% | +35.2% | +28.3% |
| 3Y | +101.6% | +110.7% | -9.2% | +17.0% |
| 5Y | -29.6% | +86.9% | -116.5% | -54.6% |
| All | +558.8% | +86.3% | +472.5% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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