+770.1%
RIOT vs ITOT
+318.1%
+452.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -3.6% |
| 7D | -0.9% | -2.0% | +1.1% | +3.8% |
| 30D | +3.5% | -2.0% | +5.5% | +8.4% |
| 3M | -13.0% | +4.5% | -17.5% | -20.4% |
| 6M | +43.1% | +12.6% | +30.5% | +14.5% |
| YTD | +65.4% | +12.0% | +53.4% | +36.6% |
| 1Y | +27.7% | +17.3% | +10.5% | -2.5% |
| 3Y | +91.3% | +75.2% | +16.1% | -28.3% |
| 5Y | -29.3% | +74.0% | -103.3% | -67.3% |
| 10Y | +496.3% | +298.6% | +197.6% | +11.6% |
| All | +770.1% | +318.1% | +452.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling