+485.8%
RIOT vs RIO
+608.6%
-122.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -1.5% | -3.2% | +1.7% | +1.5% |
| 30D | +5.7% | +0.9% | +4.7% | +5.1% |
| 3M | -17.9% | -1.4% | -16.4% | -16.8% |
| 6M | +45.0% | +10.9% | +34.0% | +33.6% |
| YTD | +69.5% | +31.2% | +38.2% | +35.5% |
| 1Y | +37.2% | +67.9% | -30.7% | -12.1% |
| 3Y | +111.7% | +88.8% | +22.9% | +18.8% |
| 5Y | -27.5% | +93.1% | -120.6% | -60.5% |
| All | +485.8% | +608.6% | -122.9% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling