-20.3%
RIOT vs MAR
+62.0%
-82.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.8% |
| 7D | +6.4% | +7.7% | -1.4% | +3.0% |
| 30D | -20.4% | +19.4% | -39.8% | -26.4% |
| 3M | -28.7% | +23.3% | -52.0% | -35.1% |
| 6M | -17.7% | +22.8% | -40.6% | -26.3% |
| YTD | +21.3% | +37.8% | -16.5% | +5.9% |
| 1Y | -20.3% | +57.4% | -77.6% | -33.8% |
| All | -20.3% | +62.0% | -82.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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