+18.2%
RIOT vs M
+25.0%
-6.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +18.9% | -3.3% | +22.2% | +20.4% |
| 30D | +11.0% | +8.1% | +2.9% | +6.6% |
| 3M | -9.7% | +2.2% | -11.9% | -11.3% |
| 6M | -27.9% | +35.1% | -63.0% | -39.0% |
| YTD | +44.3% | +15.8% | +28.5% | +25.2% |
| All | +18.2% | +25.0% | -6.8% | +0.7% |
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