-26.7%
RIOT vs GNRC
-58.7%
+32.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +0.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | +5.7% | -15.7% | +21.4% | +18.6% |
| 3M | -17.9% | -27.3% | +9.5% | +0.7% |
| 6M | +45.0% | -12.1% | +57.0% | +53.2% |
| YTD | +69.5% | +37.1% | +32.3% | +30.0% |
| 1Y | +37.2% | -0.5% | +37.7% | +29.2% |
| 3Y | +111.7% | +61.5% | +50.2% | +38.6% |
| All | -26.7% | -58.7% | +32.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling