+640.5%
RIOT vs ROP
+181.0%
+459.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +20.8% | -2.7% | +23.5% | +22.6% |
| 30D | +7.0% | +29.7% | -22.8% | -12.2% |
| 3M | -12.3% | +21.2% | -33.5% | -25.1% |
| 6M | -27.3% | +48.3% | -75.5% | -49.5% |
| YTD | +40.7% | +8.4% | +32.3% | +23.6% |
| 1Y | +15.3% | +6.0% | +9.3% | +3.2% |
| 3Y | +72.1% | -5.6% | +77.7% | +70.8% |
| 5Y | -59.7% | +1.3% | -60.9% | -61.7% |
| 10Y | +651.6% | +184.1% | +467.5% | +224.6% |
| All | +640.5% | +181.0% | +459.5% | +199.1% |
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