+816.6%
RIOT vs OMC
+33.7%
+782.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.9% |
| 7D | +18.4% | -4.2% | +22.7% | +21.0% |
| 30D | +13.8% | -7.5% | +21.3% | +17.7% |
| 3M | -12.7% | +4.6% | -17.4% | -16.8% |
| 6M | +50.1% | -4.8% | +55.0% | +50.3% |
| YTD | +74.2% | -1.0% | +75.2% | +68.0% |
| 1Y | +45.1% | +3.8% | +41.3% | +34.5% |
| 3Y | +101.6% | +10.2% | +91.3% | +80.2% |
| 5Y | -29.6% | +29.7% | -59.3% | -40.3% |
| 10Y | +528.1% | +32.3% | +495.8% | +380.9% |
| All | +816.6% | +33.7% | +782.9% | +600.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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