+37.2%
RIOT vs LEN
-41.0%
+78.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.7% |
| 7D | -1.5% | -4.8% | +3.2% | +0.2% |
| 30D | +5.7% | -6.6% | +12.2% | +8.0% |
| 3M | -17.9% | -15.7% | -2.2% | -12.4% |
| 6M | +45.0% | -16.6% | +61.6% | +50.6% |
| YTD | +69.5% | -21.3% | +90.8% | +71.0% |
| 1Y | +37.2% | -42.0% | +79.2% | +50.7% |
| All | +37.2% | -41.0% | +78.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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