+824.5%
RIOT vs FTI
+325.4%
+499.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | +25.1% | -0.2% | +25.3% | +25.2% |
| 30D | +8.5% | +12.3% | -3.9% | +3.1% |
| 3M | -13.4% | +13.8% | -27.1% | -18.9% |
| 6M | +57.1% | +24.3% | +32.9% | +40.5% |
| YTD | +75.7% | +75.8% | -0.1% | +36.5% |
| 1Y | +65.6% | +99.6% | -34.0% | +21.6% |
| 3Y | +103.3% | +278.4% | -175.1% | +14.0% |
| 5Y | -26.7% | +1,168.7% | -1,195.4% | -75.6% |
| 10Y | +527.2% | +297.5% | +229.6% | +186.1% |
| All | +824.5% | +325.4% | +499.1% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling