+65.7%
RIOT vs M
+46.1%
+19.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.8% |
| 7D | +14.8% | +4.7% | +10.1% | +12.3% |
| 30D | +1.4% | -9.6% | +11.0% | +6.5% |
| 3M | -20.6% | +0.9% | -21.5% | -21.6% |
| 6M | +31.9% | +22.3% | +9.6% | +17.8% |
| YTD | +72.1% | +6.5% | +65.5% | +58.8% |
| 1Y | +65.7% | +38.8% | +26.9% | +33.2% |
| All | +65.7% | +46.1% | +19.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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