-20.3%
RIOT vs REPL
+125.1%
-145.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.6% |
| 7D | +6.4% | +28.8% | -22.5% | +6.7% |
| 30D | -20.4% | +57.3% | -77.8% | -20.1% |
| 3M | -28.7% | +73.6% | -102.3% | -28.3% |
| 6M | -17.7% | +582.8% | -600.6% | -16.1% |
| YTD | +21.3% | +112.9% | -91.5% | +17.9% |
| 1Y | -20.3% | +130.7% | -150.9% | -26.6% |
| All | -20.3% | +125.1% | -145.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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