-58.4%
RIOT vs ROL
+15.7%
-74.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | +4.8% | +3.0% | +1.9% | +3.7% |
| 30D | +16.0% | +19.8% | -3.7% | +8.0% |
| 3M | -8.8% | +7.9% | -16.7% | -11.9% |
| 6M | -29.7% | -25.6% | -4.0% | -20.0% |
| YTD | +38.3% | -34.1% | +72.4% | +66.5% |
| 1Y | +26.2% | -31.4% | +57.6% | +47.6% |
| 3Y | +79.0% | +4.7% | +74.3% | +47.0% |
| All | -58.4% | +15.7% | -74.0% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling