+685.8%
RIOT vs MOD
+920.5%
-234.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.5% |
| 7D | +29.0% | -17.8% | +46.8% | +36.6% |
| 30D | +7.1% | -43.2% | +50.3% | +32.5% |
| 3M | -6.8% | -46.0% | +39.2% | +17.1% |
| 6M | -24.9% | -62.2% | +37.3% | +8.0% |
| YTD | +42.7% | -22.8% | +65.5% | +54.1% |
| 1Y | +4.4% | -35.5% | +39.9% | +19.8% |
| 3Y | +74.5% | +128.2% | -53.7% | +24.6% |
| 5Y | -50.5% | +791.6% | -842.1% | -78.1% |
| 10Y | +685.8% | +886.3% | -200.5% | +101.2% |
| All | +685.8% | +920.5% | -234.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling