-26.7%
RIOT vs FTI
+1,066.8%
-1,093.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -1.5% | -4.4% | +2.9% | +0.6% |
| 30D | +5.7% | +1.5% | +4.2% | +4.9% |
| 3M | -17.9% | +8.2% | -26.1% | -22.0% |
| 6M | +45.0% | +18.8% | +26.1% | +29.8% |
| YTD | +69.5% | +71.7% | -2.2% | +26.8% |
| 1Y | +37.2% | +90.0% | -52.9% | -2.9% |
| 3Y | +111.7% | +270.5% | -158.8% | +9.2% |
| All | -26.7% | +1,066.8% | -1,093.5% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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