-20.3%
RIOT vs RGEN
+19.5%
-39.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.7% | +9.6% |
| 7D | +6.4% | -3.5% | +9.9% | +8.4% |
| 30D | -20.4% | -6.0% | -14.5% | -18.1% |
| 3M | -28.7% | +19.0% | -47.7% | -34.4% |
| 6M | -17.7% | +50.7% | -68.5% | -34.9% |
| YTD | +21.3% | +8.8% | +12.6% | +15.1% |
| 1Y | -20.3% | +21.3% | -41.5% | -29.2% |
| All | -20.3% | +19.5% | -39.8% | -29.2% |
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