+824.5%
RIOT vs HRB
+161.0%
+663.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +3.6% |
| 7D | +25.1% | -9.1% | +34.2% | +27.8% |
| 30D | +8.5% | +0.3% | +8.2% | +7.7% |
| 3M | -13.4% | +23.4% | -36.7% | -19.8% |
| 6M | +57.1% | +45.1% | +12.0% | +36.3% |
| YTD | +75.7% | +8.9% | +66.8% | +65.5% |
| 1Y | +65.6% | -7.9% | +73.5% | +63.6% |
| 3Y | +103.3% | +27.9% | +75.4% | +78.1% |
| 5Y | -26.7% | +108.3% | -135.1% | -45.4% |
| 10Y | +527.2% | +208.4% | +318.7% | +302.6% |
| All | +824.5% | +161.0% | +663.5% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling