+619.6%
RIOT vs LIN
+424.2%
+195.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.4% |
| 7D | +4.8% | +2.1% | +2.7% | +2.9% |
| 30D | +16.0% | +6.8% | +9.3% | +8.5% |
| 3M | -8.8% | +10.4% | -19.2% | -17.8% |
| 6M | -29.7% | +3.2% | -32.9% | -33.4% |
| YTD | +38.3% | +24.6% | +13.7% | +8.1% |
| 1Y | +26.2% | +24.4% | +1.8% | -1.6% |
| 3Y | +79.0% | +36.7% | +42.2% | +25.4% |
| 5Y | -60.4% | +67.0% | -127.4% | -76.9% |
| All | +619.6% | +424.2% | +195.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling