+134.9%
RIOT vs OWL
+24.2%
+110.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.6% |
| 7D | -1.5% | -10.1% | +8.6% | +6.2% |
| 30D | +5.7% | -11.9% | +17.6% | +14.5% |
| 3M | -17.9% | +10.7% | -28.6% | -25.3% |
| 6M | +45.0% | +22.1% | +22.8% | +19.8% |
| YTD | +69.5% | -24.8% | +94.3% | +101.9% |
| 1Y | +37.2% | -39.2% | +76.4% | +90.0% |
| 3Y | +111.7% | +1.7% | +110.0% | +112.9% |
| 5Y | -27.5% | -15.5% | -12.0% | -28.6% |
| All | +134.9% | +24.2% | +110.7% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling