+79.0%
RIOT vs MOD
+201.5%
-122.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +27.9% | -29.6% | -15.6% |
| 7D | +4.8% | +40.4% | -35.6% | -14.4% |
| 30D | +16.0% | -14.0% | +30.0% | +20.7% |
| 3M | -8.8% | -33.3% | +24.5% | +8.2% |
| 6M | -29.7% | -51.4% | +21.7% | -2.9% |
| YTD | +38.3% | +1.6% | +36.7% | +27.2% |
| 1Y | +26.2% | +5.4% | +20.8% | +11.5% |
| 3Y | +79.0% | +191.0% | -112.0% | -15.4% |
| All | +79.0% | +201.5% | -122.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling