+824.5%
RIOT vs GAP
+8.5%
+816.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +25.1% | +1.7% | +23.4% | +24.4% |
| 30D | +8.5% | +9.3% | -0.9% | +3.7% |
| 3M | -13.4% | +6.1% | -19.4% | -16.7% |
| 6M | +57.1% | -2.3% | +59.4% | +54.5% |
| YTD | +75.7% | -10.6% | +86.3% | +77.4% |
| 1Y | +65.6% | -4.4% | +70.1% | +62.5% |
| 3Y | +103.3% | +118.3% | -15.0% | +36.5% |
| 5Y | -26.7% | +12.2% | -38.9% | -42.3% |
| 10Y | +527.2% | +33.7% | +493.5% | +328.5% |
| All | +824.5% | +8.5% | +816.0% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling