+54.0%
RIOT vs MULL
+2,481.0%
-2,427.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +3.0% |
| 7D | +25.1% | +14.0% | +11.1% | +20.3% |
| 30D | +8.5% | +24.8% | -16.3% | +0.8% |
| 3M | -13.4% | -16.1% | +2.8% | -17.6% |
| 6M | +57.1% | +330.9% | -273.8% | -17.3% |
| YTD | +75.7% | +545.0% | -469.3% | -21.1% |
| 1Y | +65.6% | +2,427.1% | -2,361.5% | -54.8% |
| All | +54.0% | +2,481.0% | -2,427.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling