+65.7%
RIOT vs IR
-1.2%
+66.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.1% |
| 7D | +14.8% | -2.8% | +17.6% | +17.6% |
| 30D | +1.4% | -15.1% | +16.5% | +15.7% |
| 3M | -20.6% | +6.1% | -26.7% | -25.9% |
| 6M | +31.9% | -16.8% | +48.7% | +51.6% |
| YTD | +72.1% | -3.5% | +75.6% | +81.8% |
| 1Y | +65.7% | -3.5% | +69.1% | +78.8% |
| All | +65.7% | -1.2% | +66.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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