-32.1%
RIOT vs MOD
+1,486.5%
-1,518.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +0.9% |
| 7D | +14.8% | +9.6% | +5.2% | +9.6% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | -20.6% | -35.4% | +14.7% | -1.1% |
| 6M | +31.9% | -7.3% | +39.2% | +36.2% |
| YTD | +72.1% | +45.8% | +26.3% | +37.7% |
| 1Y | +65.7% | +43.1% | +22.5% | +32.1% |
| 3Y | +97.5% | +297.7% | -200.2% | -12.8% |
| All | -32.1% | +1,486.5% | -1,518.6% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling