-20.3%
RIOT vs OWL
-28.0%
+7.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +8.1% |
| 7D | +6.4% | +10.1% | -3.8% | +0.7% |
| 30D | -20.4% | +18.7% | -39.2% | -27.9% |
| 3M | -28.7% | -6.2% | -22.5% | -27.4% |
| 6M | -17.7% | +9.8% | -27.5% | -24.3% |
| YTD | +21.3% | -24.2% | +45.5% | +45.7% |
| 1Y | -20.3% | -26.6% | +6.3% | -3.1% |
| All | -20.3% | -28.0% | +7.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling