-32.1%
RIOT vs LIN
+61.6%
-93.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +4.0% |
| 7D | +14.8% | -2.1% | +16.9% | +17.0% |
| 30D | +1.4% | -2.4% | +3.8% | +3.2% |
| 3M | -20.6% | -5.6% | -15.1% | -17.7% |
| 6M | +31.9% | -3.4% | +35.3% | +33.0% |
| YTD | +72.1% | +13.1% | +59.0% | +46.0% |
| 1Y | +65.7% | +2.5% | +63.2% | +55.3% |
| 3Y | +97.5% | +27.6% | +69.9% | +41.4% |
| All | -32.1% | +61.6% | -93.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling