+51.8%
RIOT vs MOD
+129.2%
-77.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.7% | +7.5% | +10.2% |
| 7D | +30.4% | -25.5% | +56.0% | +48.6% |
| 30D | -9.9% | -49.0% | +39.1% | +27.0% |
| 3M | -21.2% | -49.8% | +28.6% | +10.8% |
| 6M | -29.5% | -64.8% | +35.3% | +17.8% |
| YTD | +31.9% | -27.6% | +59.5% | +48.7% |
| 1Y | -3.6% | -35.2% | +31.6% | +13.3% |
| 3Y | +51.8% | +137.1% | -85.4% | -3.6% |
| All | +51.8% | +129.2% | -77.4% | -3.6% |
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