+111.7%
RIOT vs RDW
+241.5%
-129.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +5.7% | -21.3% | +26.9% | +13.6% |
| 3M | -17.9% | -37.9% | +20.0% | -6.9% |
| 6M | +45.0% | +12.3% | +32.7% | +26.5% |
| YTD | +69.5% | +39.7% | +29.7% | +35.7% |
| 1Y | +37.2% | +25.7% | +11.5% | +10.3% |
| 3Y | +111.7% | +230.8% | -119.1% | -18.6% |
| All | +111.7% | +241.5% | -129.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling