-20.3%
RIOT vs ROP
+10.4%
-30.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.9% | +5.7% | +11.9% |
| 7D | +6.4% | +11.7% | -5.3% | +13.9% |
| 30D | -20.4% | +35.5% | -55.9% | -4.5% |
| 3M | -28.7% | +25.6% | -54.3% | -17.4% |
| 6M | -17.7% | +39.3% | -57.0% | +0.7% |
| YTD | +21.3% | +11.6% | +9.7% | +30.3% |
| 1Y | -20.3% | +10.6% | -30.9% | -14.0% |
| All | -20.3% | +10.4% | -30.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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