+485.8%
RIOT vs LOW
+233.5%
+252.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -1.5% | -3.7% | +2.2% | +1.3% |
| 30D | +5.7% | -8.9% | +14.5% | +12.9% |
| 3M | -17.9% | -10.4% | -7.5% | -12.5% |
| 6M | +45.0% | -19.4% | +64.4% | +67.8% |
| YTD | +69.5% | -17.1% | +86.6% | +90.8% |
| 1Y | +37.2% | -26.3% | +63.5% | +66.6% |
| 3Y | +111.7% | -9.9% | +121.6% | +119.5% |
| 5Y | -27.5% | +6.1% | -33.6% | -31.3% |
| All | +485.8% | +233.5% | +252.3% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling