-20.3%
RIOT vs MULL
+444.9%
-465.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -13.8% | +23.4% | +13.6% |
| 7D | +6.4% | -35.9% | +42.3% | +20.4% |
| 30D | -20.4% | -47.3% | +26.9% | -5.1% |
| 3M | -28.7% | -30.6% | +1.9% | -22.2% |
| 6M | -17.7% | +13.7% | -31.4% | -32.6% |
| YTD | +21.3% | +272.1% | -250.8% | -33.7% |
| 1Y | -20.3% | +475.1% | -495.3% | -61.8% |
| All | -20.3% | +444.9% | -465.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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