-58.4%
RIOT vs LIN
+67.2%
-125.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.3% |
| 7D | +4.8% | +2.1% | +2.7% | +3.0% |
| 30D | +16.0% | +6.8% | +9.3% | +8.8% |
| 3M | -8.8% | +10.4% | -19.2% | -17.5% |
| 6M | -29.7% | +3.2% | -32.9% | -33.2% |
| YTD | +38.3% | +24.6% | +13.7% | +7.4% |
| 1Y | +26.2% | +24.4% | +1.8% | -2.2% |
| 3Y | +79.0% | +36.7% | +42.2% | +22.3% |
| All | -58.4% | +67.2% | -125.5% | -78.1% |
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