+65.7%
RIOT vs MOD
+45.0%
+20.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +0.8% |
| 7D | +14.8% | +9.6% | +5.2% | +9.3% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | -20.6% | -35.4% | +14.7% | -1.7% |
| 6M | +31.9% | -7.3% | +39.2% | +36.8% |
| YTD | +72.1% | +45.8% | +26.3% | +47.2% |
| 1Y | +65.7% | +43.1% | +22.5% | +40.3% |
| All | +65.7% | +45.0% | +20.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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