-29.6%
RIOT vs REPL
-53.9%
+24.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +18.4% | -9.6% | +28.0% | +19.1% |
| 30D | +13.8% | +5.7% | +8.1% | +13.1% |
| 3M | -12.7% | +56.4% | -69.1% | -17.7% |
| 6M | +50.1% | +67.4% | -17.3% | +29.9% |
| YTD | +74.2% | +48.7% | +25.5% | +51.7% |
| 1Y | +45.1% | +148.3% | -103.2% | +13.7% |
| 3Y | +101.6% | -26.7% | +128.2% | +54.3% |
| 5Y | -29.6% | -54.1% | +24.5% | -41.8% |
| All | -29.6% | -53.9% | +24.3% | -41.8% |
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