+417.3%
RIOT vs QS
-46.4%
+463.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.8% |
| 7D | -1.5% | -3.6% | +2.1% | -0.2% |
| 30D | +5.7% | -17.2% | +22.9% | +13.0% |
| 3M | -17.9% | -27.0% | +9.1% | -9.3% |
| 6M | +45.0% | -24.6% | +69.5% | +58.7% |
| YTD | +69.5% | -49.3% | +118.8% | +115.0% |
| 1Y | +37.2% | -40.3% | +77.5% | +56.9% |
| 3Y | +111.7% | -23.8% | +135.5% | +85.0% |
| 5Y | -27.5% | -75.0% | +47.4% | -11.2% |
| All | +417.3% | -46.4% | +463.7% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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