+650.9%
RIOT vs RBA
+326.7%
+324.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +29.0% | +3.2% | +25.7% | +27.1% |
| 30D | +7.1% | +12.0% | -4.9% | +0.8% |
| 3M | -6.8% | +2.9% | -9.7% | -9.3% |
| 6M | -24.9% | -6.3% | -18.7% | -24.8% |
| YTD | +42.7% | -5.9% | +48.6% | +42.5% |
| 1Y | +4.4% | -3.9% | +8.3% | +3.1% |
| 3Y | +74.5% | +64.9% | +9.6% | +34.4% |
| 5Y | -50.5% | +48.5% | -98.9% | -60.6% |
| 10Y | +685.8% | +211.8% | +474.0% | +382.4% |
| All | +650.9% | +326.7% | +324.2% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling