-20.3%
RIOT vs LOW
-0.5%
-19.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.5% | +2.1% | +8.2% |
| 7D | +6.4% | +15.6% | -9.2% | +3.2% |
| 30D | -20.4% | +28.6% | -49.0% | -25.5% |
| 3M | -28.7% | +5.8% | -34.6% | -28.9% |
| 6M | -17.7% | +3.8% | -21.5% | -16.6% |
| YTD | +21.3% | -2.8% | +24.1% | +29.1% |
| 1Y | -20.3% | -1.4% | -18.9% | -16.2% |
| All | -20.3% | -0.5% | -19.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling