+86.7%
RIOT vs M
+159.6%
-72.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +18.9% | -3.3% | +22.2% | +20.1% |
| 30D | +11.0% | +8.1% | +2.9% | +7.5% |
| 3M | -9.7% | +2.2% | -11.9% | -11.1% |
| 6M | -27.9% | +35.1% | -63.0% | -35.9% |
| YTD | +44.3% | +15.8% | +28.5% | +34.3% |
| 1Y | +13.3% | +25.8% | -12.6% | +2.5% |
| All | +86.7% | +159.6% | -72.8% | +66.2% |
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 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