+120.9%
RIOT vs ROIV
+232.7%
-111.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +14.8% | +0.6% | +14.2% | +14.6% |
| 30D | +1.4% | +1.0% | +0.4% | +1.0% |
| 3M | -20.6% | +18.3% | -38.9% | -25.0% |
| 6M | +31.9% | +18.3% | +13.6% | +24.4% |
| YTD | +72.1% | +61.0% | +11.1% | +46.7% |
| 1Y | +65.7% | +177.9% | -112.2% | +18.2% |
| 3Y | +97.5% | +199.1% | -101.6% | +34.8% |
| 5Y | -36.7% | +250.7% | -287.4% | -62.6% |
| All | +120.9% | +232.7% | -111.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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