-20.3%
RIOT vs TAP
+4.4%
-24.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +11.8% |
| 7D | +6.4% | +9.9% | -3.6% | +14.4% |
| 30D | -20.4% | +18.1% | -38.6% | -9.9% |
| 3M | -28.7% | +3.2% | -31.9% | -24.6% |
| 6M | -17.7% | +8.4% | -26.2% | -9.8% |
| YTD | +21.3% | -4.4% | +25.7% | +21.9% |
| 1Y | -20.3% | +3.2% | -23.5% | -20.9% |
| All | -20.3% | +4.4% | -24.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling