-25.3%
RIOT vs FRSH
-72.5%
+47.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -1.5% | -6.6% | +5.1% | +1.9% |
| 30D | +5.7% | +2.1% | +3.6% | +3.0% |
| 3M | -17.9% | +29.0% | -46.8% | -32.1% |
| 6M | +45.0% | +48.6% | -3.7% | +7.5% |
| YTD | +69.5% | -2.9% | +72.4% | +56.5% |
| 1Y | +37.2% | -7.9% | +45.1% | +30.5% |
| 3Y | +111.7% | -46.5% | +158.2% | +165.6% |
| All | -25.3% | -72.5% | +47.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling