+65.7%
RIOT vs RGEN
+45.2%
+20.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +14.8% | -4.9% | +19.7% | +17.2% |
| 30D | +1.4% | +5.7% | -4.3% | -0.5% |
| 3M | -20.6% | +32.4% | -53.1% | -29.8% |
| 6M | +31.9% | +33.2% | -1.3% | +14.5% |
| YTD | +72.1% | +2.3% | +69.8% | +63.3% |
| 1Y | +65.7% | +39.0% | +26.7% | +63.9% |
| All | +65.7% | +45.2% | +20.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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