+255.1%
RIOT vs REPL
-17.3%
+272.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.4% | +3.3% | -4.2% |
| 7D | -0.9% | -13.4% | +12.5% | +0.6% |
| 30D | +3.5% | -3.0% | +6.5% | +3.5% |
| 3M | -13.0% | +56.3% | -69.3% | -22.3% |
| 6M | +43.1% | +60.9% | -17.8% | +11.2% |
| YTD | +65.4% | +36.2% | +29.1% | +30.8% |
| 1Y | +27.7% | +121.0% | -93.3% | -13.5% |
| 3Y | +91.3% | -32.8% | +124.2% | +12.8% |
| 5Y | -29.3% | -58.7% | +29.4% | -54.2% |
| All | +255.1% | -17.3% | +272.3% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling