+27.7%
RIOT vs ROL
-38.5%
+66.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | -0.9% | -3.2% | +2.3% | -2.0% |
| 30D | +3.5% | -6.6% | +10.1% | +1.5% |
| 3M | -13.0% | -27.3% | +14.3% | -19.0% |
| 6M | +43.1% | -38.1% | +81.2% | +30.7% |
| YTD | +65.4% | -41.8% | +107.1% | +52.7% |
| 1Y | +27.7% | -37.8% | +65.5% | +23.0% |
| All | +27.7% | -38.5% | +66.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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