+632.4%
RIOT vs RL
+342.1%
+290.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.0% |
| 7D | +20.8% | +2.4% | +18.4% | +19.0% |
| 30D | +7.0% | +4.6% | +2.4% | +3.9% |
| 3M | -12.3% | -1.1% | -11.1% | -12.4% |
| 6M | -27.3% | +16.5% | -43.8% | -35.2% |
| YTD | +40.7% | +11.4% | +29.3% | +29.8% |
| 1Y | +15.3% | +16.1% | -0.8% | +3.5% |
| 3Y | +72.1% | +252.6% | -180.5% | -20.4% |
| 5Y | -59.7% | +244.9% | -304.5% | -80.8% |
| All | +632.4% | +342.1% | +290.2% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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