+485.8%
RIOT vs RRC
+4.6%
+481.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.0% |
| 30D | +5.7% | +2.4% | +3.2% | +4.7% |
| 3M | -17.9% | +8.6% | -26.4% | -20.5% |
| 6M | +45.0% | -1.4% | +46.4% | +43.1% |
| YTD | +69.5% | +17.3% | +52.2% | +58.3% |
| 1Y | +37.2% | +18.1% | +19.0% | +27.6% |
| 3Y | +111.7% | +32.8% | +79.0% | +91.1% |
| 5Y | -27.5% | +147.6% | -175.1% | -46.5% |
| All | +485.8% | +4.6% | +481.1% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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