+791.7%
RIOT vs QSR
+169.4%
+622.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -1.5% | -4.0% | +2.5% | +0.9% |
| 30D | +5.7% | +2.8% | +2.9% | +3.9% |
| 3M | -17.9% | +5.1% | -23.0% | -21.3% |
| 6M | +45.0% | +8.8% | +36.2% | +34.6% |
| YTD | +69.5% | +14.8% | +54.6% | +50.1% |
| 1Y | +37.2% | +25.7% | +11.5% | +14.0% |
| 3Y | +111.7% | +27.5% | +84.2% | +71.2% |
| 5Y | -27.5% | +41.3% | -68.8% | -44.4% |
| 10Y | +511.1% | +133.8% | +377.2% | +277.6% |
| All | +791.7% | +169.4% | +622.3% | +486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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