-29.3%
RIOT vs O
+14.0%
-43.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.5% |
| 7D | -0.9% | -3.5% | +2.6% | +1.4% |
| 30D | +3.5% | -3.3% | +6.8% | +5.8% |
| 3M | -13.0% | -2.8% | -10.2% | -12.5% |
| 6M | +43.1% | -5.8% | +48.9% | +46.5% |
| YTD | +65.4% | +9.4% | +56.0% | +49.4% |
| 1Y | +27.7% | +5.7% | +22.1% | +18.7% |
| 3Y | +91.3% | +27.2% | +64.1% | +43.8% |
| 5Y | -29.3% | +17.2% | -46.5% | -39.5% |
| All | -29.3% | +14.0% | -43.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling