+805.4%
RIOT vs RCL
+271.2%
+534.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +14.8% | -5.1% | +19.9% | +17.6% |
| 30D | +1.4% | -19.0% | +20.4% | +11.6% |
| 3M | -20.6% | -9.6% | -11.1% | -17.4% |
| 6M | +31.9% | -6.7% | +38.6% | +36.2% |
| YTD | +72.1% | -3.9% | +76.0% | +71.5% |
| 1Y | +65.7% | -25.1% | +90.7% | +83.3% |
| 3Y | +97.5% | +179.1% | -81.7% | +24.6% |
| 5Y | -36.7% | +243.3% | -280.0% | -64.4% |
| 10Y | +550.1% | +325.8% | +224.4% | +280.5% |
| All | +805.4% | +271.2% | +534.2% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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