-20.3%
RIOT vs HRB
+16.9%
-37.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.4% | +5.2% | +11.1% |
| 7D | +6.4% | +16.0% | -9.7% | +12.1% |
| 30D | -20.4% | +32.1% | -52.5% | -12.2% |
| 3M | -28.7% | +21.5% | -50.2% | -22.7% |
| 6M | -17.7% | +82.1% | -99.8% | -4.0% |
| YTD | +21.3% | +31.6% | -10.3% | +21.9% |
| 1Y | -20.3% | +15.9% | -36.2% | -22.1% |
| All | -20.3% | +16.9% | -37.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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