+485.8%
RIOT vs ROK
+357.9%
+127.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.0% |
| 7D | -1.5% | -1.2% | -0.3% | -0.4% |
| 30D | +5.7% | -4.8% | +10.5% | +10.6% |
| 3M | -17.9% | -6.1% | -11.8% | -13.2% |
| 6M | +45.0% | +15.5% | +29.5% | +29.5% |
| YTD | +69.5% | +11.2% | +58.3% | +57.0% |
| 1Y | +37.2% | +23.8% | +13.3% | +16.2% |
| 3Y | +111.7% | +53.1% | +58.6% | +47.1% |
| 5Y | -27.5% | +48.3% | -75.8% | -47.8% |
| All | +485.8% | +357.9% | +127.8% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling