+269.5%
RIOT vs REPL
-6.0%
+275.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.3% |
| 7D | +14.8% | -3.0% | +17.8% | +15.1% |
| 30D | +1.4% | +27.1% | -25.7% | -1.7% |
| 3M | -20.6% | +52.4% | -73.0% | -28.7% |
| 6M | +31.9% | +107.4% | -75.6% | -1.3% |
| YTD | +72.1% | +54.7% | +17.3% | +34.4% |
| 1Y | +65.7% | +158.9% | -93.2% | +10.0% |
| 3Y | +97.5% | -23.7% | +121.2% | +14.9% |
| 5Y | -36.7% | -54.3% | +17.7% | -59.2% |
| All | +269.5% | -6.0% | +275.5% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling