+2,954.1%
RIOT vs OTIS
+91.3%
+2,862.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.0% |
| 7D | -1.5% | -3.0% | +1.4% | +1.0% |
| 30D | +5.7% | -6.0% | +11.7% | +11.0% |
| 3M | -17.9% | -0.9% | -17.0% | -18.8% |
| 6M | +45.0% | -17.3% | +62.3% | +67.8% |
| YTD | +69.5% | -19.6% | +89.0% | +97.7% |
| 1Y | +37.2% | -21.0% | +58.2% | +62.1% |
| 3Y | +111.7% | -12.1% | +123.8% | +114.9% |
| 5Y | -27.5% | -17.1% | -10.4% | -22.4% |
| All | +2,954.1% | +91.3% | +2,862.8% | +2,231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling