-29.3%
RIOT vs IT
-46.1%
+16.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.3% |
| 7D | -0.9% | -12.7% | +11.8% | +4.9% |
| 30D | +3.5% | -8.9% | +12.4% | +7.2% |
| 3M | -13.0% | +10.1% | -23.1% | -22.6% |
| 6M | +43.1% | +7.3% | +35.8% | +25.2% |
| YTD | +65.4% | -32.4% | +97.7% | +95.2% |
| 1Y | +27.7% | -26.6% | +54.4% | +37.4% |
| 3Y | +91.3% | -51.8% | +143.1% | +180.5% |
| 5Y | -29.3% | -45.6% | +16.3% | -11.1% |
| All | -29.3% | -46.1% | +16.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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