+37.2%
RIOT vs RGEN
+38.7%
-1.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | +5.7% | -0.3% | +6.0% | +6.1% |
| 3M | -17.9% | +23.9% | -41.8% | -25.3% |
| 6M | +45.0% | +38.5% | +6.4% | +22.5% |
| YTD | +69.5% | +0.8% | +68.6% | +62.4% |
| 1Y | +37.2% | +38.2% | -1.0% | +33.0% |
| All | +37.2% | +38.7% | -1.5% | +33.0% |
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