+103.3%
RIOT vs M
+120.4%
-17.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.1% |
| 7D | +25.1% | +2.4% | +22.8% | +24.0% |
| 30D | +8.5% | -11.6% | +20.1% | +13.4% |
| 3M | -13.4% | +1.6% | -15.0% | -14.4% |
| 6M | +57.1% | +25.2% | +31.9% | +44.0% |
| YTD | +75.7% | +3.8% | +71.9% | +70.9% |
| 1Y | +65.6% | +36.3% | +29.3% | +46.1% |
| 3Y | +103.3% | +116.3% | -13.1% | +25.9% |
| All | +103.3% | +120.4% | -17.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling