+65.7%
RIOT vs RBA
-26.5%
+92.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +14.8% | -2.9% | +17.7% | +15.8% |
| 30D | +1.4% | -12.3% | +13.7% | +5.6% |
| 3M | -20.6% | -20.5% | -0.1% | -16.6% |
| 6M | +31.9% | -18.5% | +50.4% | +35.6% |
| YTD | +72.1% | -18.2% | +90.3% | +77.7% |
| 1Y | +65.7% | -27.5% | +93.2% | +82.7% |
| All | +65.7% | -26.5% | +92.2% | +82.7% |
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