+1,201.2%
RIOT vs RVMD
+620.8%
+580.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.3% |
| 7D | -0.9% | -3.6% | +2.7% | +0.5% |
| 30D | +3.5% | -1.1% | +4.6% | +4.0% |
| 3M | -13.0% | +41.0% | -54.0% | -23.5% |
| 6M | +43.1% | +105.7% | -62.6% | +5.1% |
| YTD | +65.4% | +155.3% | -90.0% | +8.5% |
| 1Y | +27.7% | +402.7% | -375.0% | -37.0% |
| 3Y | +91.3% | +533.1% | -441.8% | -21.3% |
| 5Y | -29.3% | +583.5% | -612.8% | -74.6% |
| All | +1,201.2% | +620.8% | +580.4% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling