-29.3%
RIOT vs MAR
+151.1%
-180.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.3% |
| 7D | -0.9% | -2.1% | +1.2% | +1.3% |
| 30D | +3.5% | -5.7% | +9.2% | +10.1% |
| 3M | -13.0% | -14.6% | +1.6% | +1.4% |
| 6M | +43.1% | +1.3% | +41.8% | +38.4% |
| YTD | +65.4% | +6.7% | +58.7% | +47.8% |
| 1Y | +27.7% | +26.4% | +1.3% | -8.5% |
| 3Y | +91.3% | +64.7% | +26.6% | +4.9% |
| 5Y | -29.3% | +153.1% | -182.3% | -71.1% |
| All | -29.3% | +151.1% | -180.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling