-19.0%
RIOT vs RDW
+10.6%
-29.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.6% | +11.4% |
| 7D | +6.4% | -14.3% | +20.7% | +12.4% |
| 30D | -20.4% | -26.0% | +5.5% | -11.2% |
| 3M | -28.7% | -27.4% | -1.3% | -21.4% |
| 6M | -17.7% | -10.6% | -7.1% | -25.0% |
| YTD | +21.3% | +1.6% | +19.7% | -1.2% |
| All | -19.0% | +10.6% | -29.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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