-20.3%
RIOT vs RBA
-2.0%
-18.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.6% | +9.3% |
| 7D | +6.4% | +12.7% | -6.3% | +4.0% |
| 30D | -20.4% | +15.5% | -36.0% | -22.6% |
| 3M | -28.7% | -14.0% | -14.7% | -24.0% |
| 6M | -17.7% | -8.8% | -8.9% | -16.5% |
| YTD | +21.3% | -6.9% | +28.2% | +18.2% |
| 1Y | -20.3% | -3.0% | -17.3% | -23.6% |
| All | -20.3% | -2.0% | -18.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling