+805.4%
RIOT vs MOD
+1,649.0%
-843.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +1.4% |
| 7D | +14.8% | +9.6% | +5.2% | +10.7% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | -20.6% | -35.4% | +14.7% | -5.5% |
| 6M | +31.9% | -7.3% | +39.2% | +36.2% |
| YTD | +72.1% | +45.8% | +26.3% | +46.1% |
| 1Y | +65.7% | +43.1% | +22.5% | +40.8% |
| 3Y | +97.5% | +297.7% | -200.2% | +11.9% |
| 5Y | -36.7% | +1,478.8% | -1,515.4% | -78.2% |
| 10Y | +550.1% | +1,633.4% | -1,083.2% | +59.4% |
| All | +805.4% | +1,649.0% | -843.6% | +116.3% |
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