-29.3%
RIOT vs RIO
+90.3%
-119.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.2% | -0.9% | -1.3% |
| 7D | -0.9% | -3.4% | +2.5% | +2.3% |
| 30D | +3.5% | +0.6% | +2.9% | +3.3% |
| 3M | -13.0% | +2.5% | -15.5% | -14.9% |
| 6M | +43.1% | +10.8% | +32.3% | +32.5% |
| YTD | +65.4% | +30.5% | +34.9% | +34.7% |
| 1Y | +27.7% | +68.1% | -40.4% | -15.9% |
| 3Y | +91.3% | +94.0% | -2.7% | +7.6% |
| 5Y | -29.3% | +92.0% | -121.3% | -60.8% |
| All | -29.3% | +90.3% | -119.6% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling