-54.5%
RIOT vs LIN
+64.4%
-118.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.1% | +14.4% | +14.2% |
| 7D | +30.4% | +0.2% | +30.2% | +29.8% |
| 30D | -9.9% | +6.5% | -16.3% | -15.4% |
| 3M | -21.2% | +5.5% | -26.7% | -25.9% |
| 6M | -29.5% | +3.3% | -32.8% | -33.4% |
| YTD | +31.9% | +22.0% | +9.9% | +4.1% |
| 1Y | -3.6% | +25.7% | -29.4% | -26.8% |
| 3Y | +51.8% | +36.2% | +15.5% | +2.9% |
| All | -54.5% | +64.4% | -118.9% | -74.6% |
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