+805.4%
RIOT vs RF
+465.5%
+339.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +14.8% | +1.3% | +13.5% | +14.0% |
| 30D | +1.4% | -3.6% | +5.0% | +3.9% |
| 3M | -20.6% | +8.1% | -28.7% | -25.5% |
| 6M | +31.9% | +11.5% | +20.4% | +21.2% |
| YTD | +72.1% | +15.6% | +56.5% | +52.7% |
| 1Y | +65.7% | +15.7% | +50.0% | +46.8% |
| 3Y | +97.5% | +86.9% | +10.6% | +31.8% |
| 5Y | -36.7% | +89.8% | -126.5% | -56.5% |
| 10Y | +550.1% | +344.7% | +205.5% | +200.9% |
| All | +805.4% | +465.5% | +339.9% | +371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling