+111.7%
RIOT vs LNG
+74.6%
+37.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -1.5% | -4.7% | +3.2% | -0.6% |
| 30D | +5.7% | +3.8% | +1.8% | +4.4% |
| 3M | -17.9% | +16.2% | -34.0% | -21.6% |
| 6M | +45.0% | +11.7% | +33.3% | +34.7% |
| YTD | +69.5% | +44.2% | +25.2% | +35.3% |
| 1Y | +37.2% | +18.6% | +18.6% | +22.2% |
| 3Y | +111.7% | +77.4% | +34.3% | +54.3% |
| All | +111.7% | +74.6% | +37.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3y: compounded portfolio wealth divided by compounded LNG 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…
3y analysis · Full analysis span regression · 6 months rolling