-26.7%
RIOT vs RRX
+17.8%
-44.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | -0.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | +5.7% | -6.1% | +11.8% | +11.4% |
| 3M | -17.9% | -23.1% | +5.2% | +0.3% |
| 6M | +45.0% | -19.5% | +64.5% | +69.0% |
| YTD | +69.5% | +16.1% | +53.4% | +38.3% |
| 1Y | +37.2% | +12.9% | +24.3% | +13.7% |
| 3Y | +111.7% | +7.9% | +103.8% | +83.0% |
| All | -26.7% | +17.8% | -44.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling