+650.9%
RIOT vs P
+669.7%
-18.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | +29.0% | -13.3% | +42.3% | +37.8% |
| 30D | +7.1% | -34.0% | +41.1% | +32.8% |
| 3M | -6.8% | +4.1% | -10.9% | -12.1% |
| 6M | -24.9% | +30.5% | -55.4% | -39.3% |
| YTD | +42.7% | +52.2% | -9.5% | +6.0% |
| 1Y | +4.4% | +10.3% | -5.9% | -11.2% |
| 3Y | +74.5% | +180.9% | -106.3% | -20.2% |
| 5Y | -50.5% | +259.7% | -310.2% | -79.8% |
| 10Y | +685.8% | +652.6% | +33.2% | +174.9% |
| All | +650.9% | +669.7% | -18.8% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling