+27.7%
RIOT vs ROP
-24.5%
+52.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.3% |
| 7D | -0.9% | -8.0% | +7.1% | -4.9% |
| 30D | +3.5% | -2.7% | +6.2% | +2.3% |
| 3M | -13.0% | +16.6% | -29.6% | -8.7% |
| 6M | +43.1% | +10.4% | +32.7% | +50.1% |
| YTD | +65.4% | -12.1% | +77.4% | +59.8% |
| 1Y | +27.7% | -23.6% | +51.4% | +27.5% |
| All | +27.7% | -24.5% | +52.3% | +27.5% |
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