+106.6%
RIOT vs LEN
-28.8%
+135.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.5% | -3.4% |
| 7D | -0.9% | -7.8% | +6.9% | +2.9% |
| 30D | +3.5% | -11.0% | +14.5% | +9.0% |
| 3M | -13.0% | -12.8% | -0.2% | -7.7% |
| 6M | +43.1% | -20.2% | +63.3% | +58.1% |
| YTD | +65.4% | -23.0% | +88.4% | +81.7% |
| 1Y | +27.7% | -41.8% | +69.6% | +59.8% |
| All | +106.6% | -28.8% | +135.5% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling