+770.1%
RIOT vs RRX
+194.8%
+575.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.1% | -3.6% |
| 7D | -0.9% | -3.7% | +2.8% | +2.1% |
| 30D | +3.5% | -9.3% | +12.8% | +11.7% |
| 3M | -13.0% | -21.8% | +8.8% | +3.9% |
| 6M | +43.1% | -22.0% | +65.1% | +70.3% |
| YTD | +65.4% | +11.9% | +53.4% | +43.2% |
| 1Y | +27.7% | +11.6% | +16.1% | +10.0% |
| 3Y | +91.3% | +2.2% | +89.1% | +72.9% |
| 5Y | -29.3% | +14.9% | -44.1% | -39.5% |
| 10Y | +496.3% | +214.2% | +282.0% | +170.3% |
| All | +770.1% | +194.8% | +575.3% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling