+65.7%
RIOT vs ITW
+5.8%
+59.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +14.8% | -3.6% | +18.4% | +16.0% |
| 30D | +1.4% | -9.1% | +10.5% | +4.2% |
| 3M | -20.6% | +8.2% | -28.9% | -26.3% |
| 6M | +31.9% | -4.8% | +36.7% | +27.4% |
| YTD | +72.1% | +11.0% | +61.0% | +69.2% |
| 1Y | +65.7% | +4.2% | +61.4% | +47.9% |
| All | +65.7% | +5.8% | +59.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling