-26.7%
RIOT vs RGEN
-44.2%
+17.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -1.5% | -1.4% | -0.1% | -0.7% |
| 30D | +5.7% | -0.3% | +6.0% | +5.9% |
| 3M | -17.9% | +23.9% | -41.8% | -28.2% |
| 6M | +45.0% | +38.5% | +6.4% | +17.8% |
| YTD | +69.5% | +0.8% | +68.6% | +65.2% |
| 1Y | +37.2% | +38.2% | -1.0% | +10.3% |
| 3Y | +111.7% | +1.3% | +110.4% | +84.3% |
| All | -26.7% | -44.2% | +17.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling