+594.0%
RIOT vs MOD
+768.0%
-174.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.7% | +7.5% | +10.9% |
| 7D | +30.4% | -25.5% | +56.0% | +44.3% |
| 30D | -9.9% | -49.0% | +39.1% | +17.0% |
| 3M | -21.2% | -49.8% | +28.6% | +2.3% |
| 6M | -29.5% | -64.8% | +35.3% | +4.8% |
| YTD | +31.9% | -27.6% | +59.5% | +46.3% |
| 1Y | -3.6% | -35.2% | +31.6% | +10.5% |
| 3Y | +51.8% | +137.1% | -85.4% | +6.2% |
| 5Y | -46.9% | +760.3% | -807.2% | -76.7% |
| 10Y | +677.5% | +938.8% | -261.3% | +125.9% |
| All | +594.0% | +768.0% | -174.0% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling