-20.3%
RIOT vs MTUM
+9.7%
-29.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.6% | +13.7% |
| 7D | +6.4% | -10.1% | +16.5% | +32.7% |
| 30D | -20.4% | -15.6% | -4.9% | +14.3% |
| 3M | -28.7% | -12.7% | -16.0% | -3.9% |
| 6M | -17.7% | -3.7% | -14.0% | -19.9% |
| YTD | +21.3% | +9.4% | +11.9% | -13.9% |
| 1Y | -20.3% | +10.2% | -30.5% | -44.9% |
| All | -20.3% | +9.7% | -29.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling