-26.7%
RIOT vs RL
+241.4%
-268.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.1% |
| 7D | +25.1% | +1.9% | +23.2% | +23.3% |
| 30D | +8.5% | -12.2% | +20.7% | +20.4% |
| 3M | -13.4% | -6.6% | -6.7% | -9.3% |
| 6M | +57.1% | +3.2% | +54.0% | +49.8% |
| YTD | +75.7% | -1.3% | +77.0% | +73.9% |
| 1Y | +65.6% | +13.6% | +52.0% | +43.8% |
| 3Y | +103.3% | +210.9% | -107.6% | -32.7% |
| 5Y | -26.7% | +246.9% | -273.6% | -78.6% |
| All | -26.7% | +241.4% | -268.2% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling