+805.4%
RIOT vs ROL
+240.3%
+565.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +14.8% | -1.4% | +16.2% | +15.5% |
| 30D | +1.4% | -4.1% | +5.5% | +3.0% |
| 3M | -20.6% | -22.5% | +1.9% | -12.1% |
| 6M | +31.9% | -37.7% | +69.5% | +62.7% |
| YTD | +72.1% | -39.6% | +111.6% | +113.6% |
| 1Y | +65.7% | -36.0% | +101.7% | +97.3% |
| 3Y | +97.5% | -5.1% | +102.6% | +84.1% |
| 5Y | -36.7% | -3.4% | -33.3% | -42.4% |
| 10Y | +550.1% | +215.2% | +334.9% | +275.2% |
| All | +805.4% | +240.3% | +565.1% | +475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling