+2.0%
RIOT vs RF
+20.4%
-18.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.2% |
| 7D | +49.2% | -0.1% | +49.3% | +49.1% |
| 30D | +4.6% | +7.0% | -2.4% | +2.5% |
| 3M | -13.9% | -7.0% | -6.9% | -12.0% |
| 6M | -26.7% | +6.8% | -33.4% | -30.3% |
| YTD | +39.4% | +9.9% | +29.5% | +24.9% |
| All | +2.0% | +20.4% | -18.4% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling