+816.6%
RIOT vs RMBS
+535.6%
+281.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.5% |
| 7D | +18.4% | +3.5% | +15.0% | +15.7% |
| 30D | +13.8% | -8.6% | +22.4% | +21.1% |
| 3M | -12.7% | -40.3% | +27.6% | +21.9% |
| 6M | +50.1% | -1.0% | +51.1% | +38.1% |
| YTD | +74.2% | -4.6% | +78.8% | +59.0% |
| 1Y | +45.1% | +17.6% | +27.5% | +8.3% |
| 3Y | +101.6% | +58.6% | +42.9% | -1.7% |
| 5Y | -29.6% | +270.9% | -300.5% | -84.4% |
| 10Y | +528.1% | +569.1% | -41.0% | -12.4% |
| All | +816.6% | +535.6% | +281.0% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling