+117.7%
RIOT vs RBA
+26.3%
+91.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +18.4% | -1.9% | +20.3% | +19.8% |
| 30D | +13.8% | -13.0% | +26.7% | +23.6% |
| 3M | -12.7% | -23.1% | +10.4% | -0.1% |
| 6M | +50.1% | -22.6% | +72.7% | +70.6% |
| YTD | +74.2% | -20.4% | +94.6% | +91.7% |
| 1Y | +45.1% | -29.6% | +74.7% | +76.2% |
| All | +117.7% | +26.3% | +91.4% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling