+640.5%
RIOT vs RRC
+69.9%
+570.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +20.8% | +2.5% | +18.3% | +19.8% |
| 30D | +7.0% | +21.1% | -14.2% | +0.4% |
| 3M | -12.3% | +28.4% | -40.6% | -19.5% |
| 6M | -27.3% | +26.5% | -53.7% | -33.5% |
| YTD | +40.7% | +47.0% | -6.3% | +21.8% |
| 1Y | +15.3% | +35.2% | -19.9% | +2.2% |
| 3Y | +72.1% | +61.0% | +11.1% | +45.5% |
| 5Y | -59.7% | +133.6% | -193.3% | -70.2% |
| 10Y | +651.6% | +72.1% | +579.6% | +428.4% |
| All | +640.5% | +69.9% | +570.6% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling