+37.2%
RIOT vs RL
+8.8%
+28.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | -1.5% | -3.4% | +1.9% | +0.8% |
| 30D | +5.7% | -14.4% | +20.1% | +17.2% |
| 3M | -17.9% | -13.6% | -4.3% | -10.1% |
| 6M | +45.0% | +0.6% | +44.4% | +40.6% |
| YTD | +69.5% | -3.6% | +73.1% | +67.3% |
| 1Y | +37.2% | +8.3% | +28.8% | +27.4% |
| All | +37.2% | +8.8% | +28.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling