+824.5%
RIOT vs MAR
+406.4%
+418.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.9% |
| 7D | +25.1% | -1.7% | +26.8% | +26.8% |
| 30D | +8.5% | -6.9% | +15.4% | +14.6% |
| 3M | -13.4% | -15.8% | +2.5% | -2.2% |
| 6M | +57.1% | +1.9% | +55.2% | +54.1% |
| YTD | +75.7% | +6.6% | +69.1% | +64.6% |
| 1Y | +65.6% | +23.7% | +42.0% | +36.6% |
| 3Y | +103.3% | +64.6% | +38.7% | +42.0% |
| 5Y | -26.7% | +156.4% | -183.1% | -59.6% |
| 10Y | +527.2% | +415.4% | +111.8% | +108.0% |
| All | +824.5% | +406.4% | +418.1% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling