-26.7%
RIOT vs RMBS
+265.4%
-292.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.3% |
| 7D | -1.5% | +1.8% | -3.3% | -2.6% |
| 30D | +5.7% | -13.9% | +19.6% | +16.6% |
| 3M | -17.9% | -39.8% | +21.9% | +11.4% |
| 6M | +45.0% | -6.0% | +51.0% | +39.3% |
| YTD | +69.5% | -5.4% | +74.8% | +57.0% |
| 1Y | +37.2% | -1.8% | +39.0% | +21.1% |
| 3Y | +111.7% | +53.7% | +58.1% | +9.1% |
| All | -26.7% | +265.4% | -292.1% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling