+770.1%
RIOT vs RGEN
+507.2%
+262.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | -0.9% | -2.9% | +2.0% | +0.4% |
| 30D | +3.5% | -0.1% | +3.6% | +3.6% |
| 3M | -13.0% | +25.9% | -38.9% | -22.9% |
| 6M | +43.1% | +35.2% | +7.9% | +21.8% |
| YTD | +65.4% | +0.5% | +64.9% | +62.3% |
| 1Y | +27.7% | +37.0% | -9.2% | +7.3% |
| 3Y | +91.3% | +2.0% | +89.3% | +71.4% |
| 5Y | -29.3% | -44.2% | +14.9% | -21.4% |
| 10Y | +496.3% | +411.6% | +84.7% | +422.9% |
| All | +770.1% | +507.2% | +262.9% | +683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling