+565.1%
RIOT vs IR
+271.1%
+294.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | -4.5% | +3.0% | +2.0% |
| 30D | +5.7% | -13.9% | +19.6% | +18.2% |
| 3M | -17.9% | -0.3% | -17.5% | -18.5% |
| 6M | +45.0% | -14.3% | +59.3% | +63.0% |
| YTD | +69.5% | -7.9% | +77.3% | +79.7% |
| 1Y | +37.2% | -9.9% | +47.1% | +47.9% |
| 3Y | +111.7% | +6.5% | +105.2% | +114.4% |
| 5Y | -27.5% | +34.0% | -61.5% | -33.8% |
| All | +565.1% | +271.1% | +294.0% | +364.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling