+3,039.4%
RIOT vs OTIS
+91.8%
+2,947.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | 0.0% |
| 7D | +18.4% | -2.2% | +20.6% | +20.6% |
| 30D | +13.8% | -4.3% | +18.1% | +17.7% |
| 3M | -12.7% | -2.2% | -10.6% | -12.7% |
| 6M | +50.1% | -19.9% | +70.0% | +78.4% |
| YTD | +74.2% | -19.3% | +93.5% | +102.6% |
| 1Y | +45.1% | -19.6% | +64.7% | +68.3% |
| 3Y | +101.6% | -11.5% | +113.1% | +103.2% |
| 5Y | -29.6% | -16.8% | -12.8% | -24.9% |
| All | +3,039.4% | +91.8% | +2,947.6% | +2,289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling