-20.3%
RIOT vs RBRK
+62.9%
-83.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.2% |
| 7D | +6.4% | -12.5% | +18.9% | +9.1% |
| 30D | -20.4% | -3.0% | -17.4% | -19.8% |
| 3M | -28.7% | +46.9% | -75.6% | -32.9% |
| 6M | -17.7% | +105.4% | -123.1% | -29.2% |
| YTD | +21.3% | +55.6% | -34.3% | +2.0% |
| 1Y | -20.3% | +63.9% | -84.2% | -30.8% |
| All | -20.3% | +62.9% | -83.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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