-26.7%
RIOT vs RBA
+44.6%
-71.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.3% |
| 7D | +25.1% | -1.1% | +26.2% | +25.9% |
| 30D | +8.5% | -13.2% | +21.7% | +17.8% |
| 3M | -13.4% | -21.4% | +8.0% | -2.3% |
| 6M | +57.1% | -20.9% | +78.0% | +76.4% |
| YTD | +75.7% | -19.9% | +95.5% | +94.2% |
| 1Y | +65.6% | -28.7% | +94.3% | +97.8% |
| 3Y | +103.3% | +27.4% | +75.9% | +68.7% |
| 5Y | -26.7% | +41.7% | -68.5% | -51.7% |
| All | -26.7% | +44.6% | -71.3% | -51.7% |
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 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