-29.6%
RIOT vs IR
+40.4%
-70.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +1.6% |
| 7D | +18.4% | -1.9% | +20.3% | +21.2% |
| 30D | +13.8% | -15.0% | +28.8% | +37.7% |
| 3M | -12.7% | -0.4% | -12.3% | -14.5% |
| 6M | +50.1% | -15.0% | +65.2% | +80.1% |
| YTD | +74.2% | -7.1% | +81.2% | +83.3% |
| 1Y | +45.1% | -7.5% | +52.6% | +52.5% |
| 3Y | +101.6% | +6.3% | +95.3% | +75.3% |
| 5Y | -29.6% | +37.3% | -66.9% | -55.0% |
| All | -29.6% | +40.4% | -70.0% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling