+805.4%
RIOT vs O
+65.7%
+739.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +14.8% | -0.7% | +15.5% | +15.1% |
| 30D | +1.4% | -1.9% | +3.3% | +2.2% |
| 3M | -20.6% | +3.8% | -24.5% | -22.5% |
| 6M | +31.9% | -4.7% | +36.6% | +33.3% |
| YTD | +72.1% | +12.5% | +59.6% | +61.9% |
| 1Y | +65.7% | +10.8% | +54.8% | +56.9% |
| 3Y | +97.5% | +28.8% | +68.7% | +73.5% |
| 5Y | -36.7% | +13.2% | -49.9% | -40.8% |
| 10Y | +550.1% | +53.5% | +496.7% | +512.9% |
| All | +805.4% | +65.7% | +739.7% | +827.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling