+659.2%
RIOT vs LIN
+447.6%
+211.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | +18.9% | +0.3% | +18.6% | +18.5% |
| 30D | +11.0% | +8.0% | +2.9% | +2.5% |
| 3M | -9.7% | +7.7% | -17.4% | -16.9% |
| 6M | -27.9% | +5.1% | -32.9% | -32.9% |
| YTD | +44.3% | +24.7% | +19.6% | +12.4% |
| 1Y | +13.3% | +25.1% | -11.8% | -12.4% |
| 3Y | +76.4% | +36.8% | +39.6% | +23.0% |
| 5Y | -53.8% | +67.9% | -121.6% | -73.3% |
| 10Y | +670.6% | +427.2% | +243.4% | +64.5% |
| All | +659.2% | +447.6% | +211.6% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling