+8.0%
RIOT vs MO
+0.6%
+7.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -3.3% |
| 7D | -0.9% | -1.0% | +0.1% | -1.9% |
| 30D | +3.5% | +5.8% | -2.3% | +11.8% |
| All | +8.0% | +0.6% | +7.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1mo: compounded portfolio wealth divided by compounded MO 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…
1mo analysis · Full analysis span regression · Available span rolling