+117.7%
RIOT vs ROP
-18.8%
+136.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | +18.4% | -6.1% | +24.6% | +20.1% |
| 30D | +13.8% | -3.4% | +17.1% | +14.6% |
| 3M | -12.7% | +16.7% | -29.4% | -20.6% |
| 6M | +50.1% | +8.1% | +42.1% | +42.3% |
| YTD | +74.2% | -11.7% | +85.9% | +90.8% |
| 1Y | +45.1% | -24.2% | +69.3% | +83.5% |
| All | +117.7% | -18.8% | +136.4% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling