+111.7%
RIOT vs ITW
+20.2%
+91.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.3% |
| 7D | -1.5% | -0.7% | -0.8% | -0.8% |
| 30D | +5.7% | -8.3% | +14.0% | +15.8% |
| 3M | -17.9% | +6.0% | -23.9% | -26.2% |
| 6M | +45.0% | 0.0% | +45.0% | +40.8% |
| YTD | +69.5% | +10.2% | +59.2% | +44.1% |
| 1Y | +37.2% | +3.2% | +34.0% | +26.3% |
| 3Y | +111.7% | +21.0% | +90.8% | +50.2% |
| All | +111.7% | +20.2% | +91.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling