-26.7%
RIOT vs RVMD
+576.1%
-602.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -1.5% | -3.0% | +1.5% | -0.3% |
| 30D | +5.7% | -0.7% | +6.4% | +6.0% |
| 3M | -17.9% | +36.5% | -54.4% | -27.5% |
| 6M | +45.0% | +104.6% | -59.6% | +4.5% |
| YTD | +69.5% | +155.8% | -86.4% | +7.4% |
| 1Y | +37.2% | +340.7% | -303.5% | -32.1% |
| 3Y | +111.7% | +519.9% | -408.2% | -19.4% |
| All | -26.7% | +576.1% | -602.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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