-29.7%
RIOT vs ROL
-25.5%
-4.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -0.4% |
| 7D | +4.8% | +3.0% | +1.9% | +6.5% |
| 30D | +16.0% | +19.8% | -3.7% | +30.5% |
| 3M | -8.8% | +7.9% | -16.7% | -3.7% |
| 6M | -29.7% | -25.6% | -4.0% | -41.7% |
| All | -29.7% | -25.5% | -4.2% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling