-58.4%
RIOT vs REPL
-35.0%
-23.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.8% |
| 30D | +16.0% | +92.2% | -76.2% | +11.3% |
| 3M | -8.8% | +44.1% | -52.9% | -11.1% |
| 6M | -29.7% | +313.0% | -342.7% | -39.7% |
| YTD | +38.3% | +125.2% | -86.9% | +17.5% |
| 1Y | +26.2% | +143.8% | -117.5% | +6.3% |
| 3Y | +79.0% | +104.2% | -25.2% | +6.3% |
| All | -58.4% | -35.0% | -23.4% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling