+65.7%
RIOT vs RMBS
+16.3%
+49.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.4% |
| 7D | +14.8% | -0.3% | +15.1% | +15.1% |
| 30D | +1.4% | -12.2% | +13.6% | +8.7% |
| 3M | -20.6% | -49.5% | +28.9% | +11.5% |
| 6M | +31.9% | -7.1% | +39.0% | +28.6% |
| YTD | +72.1% | -7.0% | +79.1% | +62.8% |
| 1Y | +65.7% | +13.3% | +52.3% | +66.3% |
| All | +65.7% | +16.3% | +49.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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