+594.0%
RIOT vs RF
+426.3%
+167.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.6% | +13.5% |
| 7D | +30.4% | -0.9% | +31.4% | +31.1% |
| 30D | -9.9% | +6.0% | -15.9% | -13.9% |
| 3M | -21.2% | -8.9% | -12.3% | -16.6% |
| 6M | -29.5% | +2.3% | -31.8% | -32.1% |
| YTD | +31.9% | +7.6% | +24.3% | +22.1% |
| 1Y | -3.6% | +21.2% | -24.8% | -18.0% |
| 3Y | +51.8% | +108.5% | -56.8% | -4.7% |
| 5Y | -46.9% | +43.2% | -90.2% | -57.4% |
| 10Y | +677.5% | +288.1% | +389.4% | +281.3% |
| All | +594.0% | +426.3% | +167.7% | +276.8% |
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