+816.6%
RIOT vs RNG
+359.1%
+457.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +18.4% | -4.1% | +22.5% | +20.7% |
| 30D | +13.8% | +8.6% | +5.1% | +8.5% |
| 3M | -12.7% | +78.0% | -90.7% | -38.5% |
| 6M | +50.1% | +67.0% | -16.9% | +5.3% |
| YTD | +74.2% | +142.4% | -68.2% | -6.8% |
| 1Y | +45.1% | +120.4% | -75.3% | -18.6% |
| 3Y | +101.6% | +122.1% | -20.6% | +7.3% |
| 5Y | -29.6% | -69.8% | +40.2% | -3.0% |
| 10Y | +528.1% | +223.4% | +304.7% | +389.9% |
| All | +816.6% | +359.1% | +457.5% | +683.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling