+770.1%
RIOT vs ITW
+229.2%
+540.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.5% | -5.5% |
| 7D | -0.9% | -2.4% | +1.5% | +1.2% |
| 30D | +3.5% | -9.5% | +13.0% | +13.1% |
| 3M | -13.0% | +6.6% | -19.6% | -19.5% |
| 6M | +43.1% | -1.8% | +44.9% | +43.4% |
| YTD | +65.4% | +9.0% | +56.3% | +50.1% |
| 1Y | +27.7% | +3.6% | +24.2% | +20.5% |
| 3Y | +91.3% | +19.4% | +71.9% | +64.2% |
| 5Y | -29.3% | +36.4% | -65.7% | -43.7% |
| 10Y | +496.3% | +190.0% | +306.3% | +208.0% |
| All | +770.1% | +229.2% | +540.9% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling