+805.4%
RIOT vs ROP
+138.9%
+666.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +5.7% |
| 7D | +14.8% | -4.4% | +19.2% | +18.6% |
| 30D | +1.4% | +3.2% | -1.8% | -1.3% |
| 3M | -20.6% | +23.1% | -43.7% | -35.5% |
| 6M | +31.9% | +13.3% | +18.6% | +12.8% |
| YTD | +72.1% | -7.9% | +79.9% | +72.8% |
| 1Y | +65.7% | -22.1% | +87.7% | +91.2% |
| 3Y | +97.5% | -16.8% | +114.3% | +117.2% |
| 5Y | -36.7% | -13.5% | -23.2% | -31.4% |
| 10Y | +550.1% | +137.7% | +412.5% | +222.3% |
| All | +805.4% | +138.9% | +666.5% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling