-29.3%
RIOT vs FTV
-3.0%
-26.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -2.5% |
| 7D | -0.9% | -5.2% | +4.3% | +5.1% |
| 30D | +3.5% | -11.5% | +15.0% | +18.3% |
| 3M | -13.0% | -9.0% | -4.0% | -5.1% |
| 6M | +43.1% | -2.0% | +45.1% | +42.8% |
| YTD | +65.4% | -0.9% | +66.3% | +55.8% |
| 1Y | +27.7% | +14.8% | +12.9% | -2.7% |
| 3Y | +91.3% | -5.5% | +96.8% | +91.5% |
| 5Y | -29.3% | -1.9% | -27.4% | -41.5% |
| All | -29.3% | -3.0% | -26.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling