+485.8%
RIOT vs RBA
+206.5%
+279.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +5.7% | -2.9% | +8.6% | +7.1% |
| 3M | -17.9% | -20.9% | +3.0% | -9.0% |
| 6M | +45.0% | -17.7% | +62.6% | +57.2% |
| YTD | +69.5% | -18.2% | +87.6% | +83.7% |
| 1Y | +37.2% | -29.1% | +66.3% | +60.6% |
| 3Y | +111.7% | +29.5% | +82.2% | +82.3% |
| 5Y | -27.5% | +40.2% | -67.8% | -41.3% |
| All | +485.8% | +206.5% | +279.3% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling