+627.6%
RIOT vs O
+60.7%
+566.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +16.0% | +7.1% | +8.9% | +12.7% |
| 3M | -8.8% | -5.2% | -3.6% | -7.2% |
| 6M | -29.7% | -1.8% | -27.9% | -30.1% |
| YTD | +38.3% | +9.1% | +29.2% | +31.2% |
| 1Y | +26.2% | +9.7% | +16.5% | +19.5% |
| 3Y | +79.0% | +39.1% | +39.8% | +51.8% |
| 5Y | -60.4% | +8.4% | -68.7% | -62.5% |
| 10Y | +638.6% | +80.2% | +558.4% | +620.2% |
| All | +627.6% | +60.7% | +566.9% | +651.6% |
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