+111.7%
RIOT vs OTIS
-12.3%
+124.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.7% |
| 7D | -1.5% | -3.0% | +1.4% | -0.3% |
| 30D | +5.7% | -6.0% | +11.7% | +8.3% |
| 3M | -17.9% | -0.9% | -17.0% | -18.6% |
| 6M | +45.0% | -17.3% | +62.3% | +58.4% |
| YTD | +69.5% | -19.6% | +89.0% | +85.5% |
| 1Y | +37.2% | -21.0% | +58.2% | +51.5% |
| 3Y | +111.7% | -12.1% | +123.8% | +108.1% |
| All | +111.7% | -12.3% | +124.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling