+111.7%
RIOT vs ITOT
+75.8%
+36.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | +1.2% |
| 30D | +5.7% | -1.5% | +7.1% | +10.5% |
| 3M | -17.9% | +3.6% | -21.4% | -25.6% |
| 6M | +45.0% | +13.7% | +31.3% | +3.7% |
| YTD | +69.5% | +12.9% | +56.5% | +26.3% |
| 1Y | +37.2% | +17.2% | +20.0% | -5.3% |
| 3Y | +111.7% | +75.6% | +36.1% | -41.4% |
| All | +111.7% | +75.8% | +36.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling