+117.7%
RIOT vs FTV
-3.3%
+120.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | +0.2% |
| 7D | +18.4% | -1.3% | +19.7% | +19.8% |
| 30D | +13.8% | -9.5% | +23.3% | +23.3% |
| 3M | -12.7% | -10.9% | -1.8% | -4.8% |
| 6M | +50.1% | -0.6% | +50.8% | +48.4% |
| YTD | +74.2% | +1.4% | +72.8% | +64.2% |
| 1Y | +45.1% | +17.6% | +27.5% | +13.8% |
| All | +117.7% | -3.3% | +120.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling