+685.8%
RIOT vs RF
+277.2%
+408.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.1% |
| 7D | +49.2% | -0.1% | +49.3% | +49.3% |
| 30D | +4.6% | +7.0% | -2.4% | -0.7% |
| 3M | -13.9% | -7.0% | -6.9% | -10.0% |
| 6M | -26.7% | +6.8% | -33.4% | -31.5% |
| YTD | +39.4% | +9.9% | +29.5% | +26.8% |
| 1Y | +3.8% | +21.1% | -17.3% | -12.0% |
| 3Y | +73.0% | +119.6% | -46.7% | +3.3% |
| 5Y | -55.7% | +46.2% | -101.9% | -65.2% |
| 10Y | +685.8% | +261.5% | +424.3% | +317.6% |
| All | +685.8% | +277.2% | +408.6% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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