+37.2%
RIOT vs MAR
+28.2%
+9.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +5.7% | -5.4% | +11.1% | +8.5% |
| 3M | -17.9% | -15.5% | -2.4% | -10.7% |
| 6M | +45.0% | +3.0% | +42.0% | +40.5% |
| YTD | +69.5% | +8.5% | +60.9% | +61.5% |
| 1Y | +37.2% | +26.0% | +11.2% | +24.2% |
| All | +37.2% | +28.2% | +9.0% | +24.2% |
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