+650.9%
RIOT vs M
-6.5%
+657.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +18.9% | -3.3% | +22.2% | +20.2% |
| 30D | +11.0% | +8.1% | +2.9% | +6.9% |
| 3M | -9.7% | +2.2% | -11.9% | -11.3% |
| 6M | -27.9% | +35.1% | -63.0% | -37.1% |
| YTD | +44.3% | +15.8% | +28.5% | +33.4% |
| 1Y | +13.3% | +25.8% | -12.6% | +1.0% |
| 3Y | +76.4% | +156.2% | -79.8% | +8.1% |
| 5Y | -53.8% | -2.4% | -51.4% | -59.8% |
| All | +650.9% | -6.5% | +657.4% | +402.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling