+103.3%
RIOT vs RL
+211.8%
-108.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.0% |
| 7D | +25.1% | +1.9% | +23.2% | +23.4% |
| 30D | +8.5% | -12.2% | +20.7% | +19.5% |
| 3M | -13.4% | -6.6% | -6.7% | -9.6% |
| 6M | +57.1% | +3.2% | +54.0% | +50.3% |
| YTD | +75.7% | -1.3% | +77.0% | +74.0% |
| 1Y | +65.6% | +13.6% | +52.0% | +45.1% |
| 3Y | +103.3% | +210.9% | -107.6% | -33.4% |
| All | +103.3% | +211.8% | -108.5% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling