+106.6%
RIOT vs OWL
-0.3%
+106.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.0% | -1.1% | -2.0% |
| 7D | -0.9% | -11.9% | +11.0% | +9.0% |
| 30D | +3.5% | -13.7% | +17.2% | +14.6% |
| 3M | -13.0% | +12.3% | -25.2% | -22.5% |
| 6M | +43.1% | +15.0% | +28.1% | +21.0% |
| YTD | +65.4% | -25.7% | +91.1% | +105.3% |
| 1Y | +27.7% | -39.5% | +67.2% | +87.7% |
| All | +106.6% | -0.3% | +106.9% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling