+111.7%
RIOT vs RNG
+119.8%
-8.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -1.5% | -6.1% | +4.6% | +0.1% |
| 30D | +5.7% | +9.6% | -3.9% | +2.6% |
| 3M | -17.9% | +83.3% | -101.2% | -35.0% |
| 6M | +45.0% | +77.9% | -33.0% | +12.8% |
| YTD | +69.5% | +139.9% | -70.5% | +7.5% |
| 1Y | +37.2% | +121.7% | -84.5% | -9.1% |
| 3Y | +111.7% | +121.9% | -10.1% | +32.3% |
| All | +111.7% | +119.8% | -8.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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