+37.2%
RIOT vs GNRC
+0.9%
+36.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +0.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +5.7% | -15.7% | +21.4% | +15.5% |
| 3M | -17.9% | -27.3% | +9.5% | -3.3% |
| 6M | +45.0% | -12.1% | +57.0% | +53.1% |
| YTD | +69.5% | +37.1% | +32.3% | +44.1% |
| 1Y | +37.2% | -0.5% | +37.7% | +37.4% |
| All | +37.2% | +0.9% | +36.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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