+37.2%
RIOT vs GAP
-7.6%
+44.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.8% |
| 7D | -1.5% | -4.1% | +2.6% | -0.6% |
| 30D | +5.7% | +6.2% | -0.6% | +3.4% |
| 3M | -17.9% | -0.7% | -17.2% | -17.9% |
| 6M | +45.0% | -7.1% | +52.1% | +47.3% |
| YTD | +69.5% | -14.1% | +83.5% | +77.8% |
| 1Y | +37.2% | -8.5% | +45.7% | +30.4% |
| All | +37.2% | -7.6% | +44.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling