-50.5%
RIOT vs RBA
+48.5%
-98.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | +29.0% | +3.2% | +25.7% | +26.6% |
| 30D | +7.1% | +12.0% | -4.9% | -0.8% |
| 3M | -6.8% | +2.9% | -9.7% | -9.8% |
| 6M | -24.9% | -6.3% | -18.7% | -24.9% |
| YTD | +42.7% | -5.9% | +48.6% | +41.5% |
| 1Y | +4.4% | -3.9% | +8.3% | +1.9% |
| 3Y | +74.5% | +64.9% | +9.6% | +18.9% |
| 5Y | -50.5% | +48.5% | -98.9% | -64.1% |
| All | -50.5% | +48.5% | -98.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling