+527.2%
RIOT vs MOD
+1,504.3%
-977.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +25.1% | +6.3% | +18.8% | +22.2% |
| 30D | +8.5% | -1.7% | +10.1% | +9.1% |
| 3M | -13.4% | -30.1% | +16.8% | -0.1% |
| 6M | +57.1% | +2.7% | +54.4% | +55.9% |
| YTD | +75.7% | +44.1% | +31.6% | +50.0% |
| 1Y | +65.6% | +38.7% | +26.9% | +42.7% |
| 3Y | +103.3% | +309.8% | -206.5% | +14.8% |
| 5Y | -26.7% | +1,569.7% | -1,596.4% | -74.9% |
| 10Y | +527.2% | +1,520.5% | -993.3% | +42.5% |
| All | +527.2% | +1,504.3% | -977.1% | +42.5% |
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