-25.4%
RIOT vs FPS
-42.7%
+17.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.4% | -13.3% | -5.3% |
| 7D | +18.9% | +9.5% | +9.4% | +12.0% |
| 30D | +11.0% | -33.8% | +44.7% | +30.3% |
| 3M | -9.7% | -34.9% | +25.2% | +5.8% |
| All | -25.4% | -42.7% | +17.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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