+805.4%
RIOT vs M
-18.1%
+823.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.1% |
| 7D | +14.8% | +4.7% | +10.1% | +12.8% |
| 30D | +1.4% | -9.6% | +11.0% | +5.4% |
| 3M | -20.6% | +0.9% | -21.5% | -21.3% |
| 6M | +31.9% | +22.3% | +9.6% | +21.3% |
| YTD | +72.1% | +6.5% | +65.5% | +65.9% |
| 1Y | +65.7% | +38.8% | +26.9% | +43.4% |
| 3Y | +97.5% | +115.9% | -18.4% | +31.9% |
| 5Y | -36.7% | +28.6% | -65.3% | -49.9% |
| 10Y | +550.1% | -2.5% | +552.7% | +370.5% |
| All | +805.4% | -18.1% | +823.5% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling