+471.6%
RIOT vs ROP
+135.7%
+335.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -0.9% | -8.0% | +7.1% | +4.9% |
| 30D | +3.5% | -2.7% | +6.2% | +5.2% |
| 3M | -13.0% | +16.6% | -29.6% | -26.6% |
| 6M | +43.1% | +10.4% | +32.7% | +24.3% |
| YTD | +65.4% | -12.1% | +77.4% | +71.7% |
| 1Y | +27.7% | -23.6% | +51.4% | +49.3% |
| 3Y | +91.3% | -19.3% | +110.7% | +114.5% |
| 5Y | -29.3% | -15.4% | -13.9% | -22.3% |
| All | +471.6% | +135.7% | +335.9% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling