-29.6%
RIOT vs ROL
-6.0%
-23.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +18.4% | -3.3% | +21.7% | +20.1% |
| 30D | +13.8% | -7.2% | +21.0% | +17.2% |
| 3M | -12.7% | -27.0% | +14.2% | -0.6% |
| 6M | +50.1% | -39.5% | +89.6% | +88.7% |
| YTD | +74.2% | -41.8% | +116.0% | +121.0% |
| 1Y | +45.1% | -38.9% | +84.0% | +76.5% |
| 3Y | +101.6% | -0.4% | +101.9% | +65.9% |
| 5Y | -29.6% | -4.2% | -25.4% | -46.6% |
| All | -29.6% | -6.0% | -23.6% | -46.6% |
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