+65.7%
RIOT vs ROK
+29.3%
+36.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +1.6% |
| 7D | +14.8% | +0.7% | +14.1% | +14.1% |
| 30D | +1.4% | -3.3% | +4.7% | +5.5% |
| 3M | -20.6% | -5.9% | -14.8% | -15.3% |
| 6M | +31.9% | +13.9% | +18.0% | +13.8% |
| YTD | +72.1% | +12.6% | +59.5% | +50.7% |
| 1Y | +65.7% | +28.6% | +37.1% | +41.6% |
| All | +65.7% | +29.3% | +36.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling