+816.6%
RIOT vs LOW
+217.8%
+598.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | +18.4% | -0.6% | +19.1% | +19.0% |
| 30D | +13.8% | -9.3% | +23.0% | +21.7% |
| 3M | -12.7% | -8.1% | -4.7% | -8.8% |
| 6M | +50.1% | -19.8% | +69.9% | +73.7% |
| YTD | +74.2% | -16.4% | +90.6% | +94.3% |
| 1Y | +45.1% | -24.7% | +69.8% | +72.4% |
| 3Y | +101.6% | -8.8% | +110.4% | +107.2% |
| 5Y | -29.6% | +7.8% | -37.4% | -33.7% |
| 10Y | +528.1% | +233.8% | +294.3% | +294.4% |
| All | +816.6% | +217.8% | +598.8% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling