-29.6%
RIOT vs P
+274.2%
-303.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +1.5% |
| 7D | +18.4% | +5.0% | +13.4% | +15.3% |
| 30D | +13.8% | -0.9% | +14.7% | +12.4% |
| 3M | -12.7% | +38.7% | -51.4% | -30.5% |
| 6M | +50.1% | +54.4% | -4.2% | +8.7% |
| YTD | +74.2% | +44.8% | +29.3% | +30.6% |
| 1Y | +45.1% | +22.5% | +22.6% | +14.7% |
| 3Y | +101.6% | +148.2% | -46.7% | -18.0% |
| 5Y | -29.6% | +268.9% | -298.5% | -78.7% |
| All | -29.6% | +274.2% | -303.8% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling