+575.3%
RIOT vs IR
+288.5%
+286.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.1% |
| 7D | +14.8% | -2.8% | +17.6% | +17.5% |
| 30D | +1.4% | -15.1% | +16.5% | +14.7% |
| 3M | -20.6% | +6.1% | -26.7% | -24.8% |
| 6M | +31.9% | -16.8% | +48.7% | +52.0% |
| YTD | +72.1% | -3.5% | +75.6% | +76.2% |
| 1Y | +65.7% | -3.5% | +69.1% | +69.3% |
| 3Y | +97.5% | +9.5% | +88.0% | +95.5% |
| 5Y | -36.7% | +45.1% | -81.8% | -45.0% |
| All | +575.3% | +288.5% | +286.8% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling