+26.2%
RIOT vs RBA
-5.8%
+32.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.9% |
| 7D | +4.8% | +1.7% | +3.1% | +4.6% |
| 30D | +16.0% | +8.3% | +7.7% | +14.7% |
| 3M | -8.8% | +10.5% | -19.3% | -10.1% |
| 6M | -29.7% | -5.9% | -23.8% | -30.2% |
| YTD | +38.3% | -6.9% | +45.1% | +35.6% |
| 1Y | +26.2% | -4.9% | +31.1% | +23.5% |
| All | +26.2% | -5.8% | +32.0% | +23.5% |
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