+471.6%
RIOT vs TAP
-50.5%
+522.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -0.9% | -5.3% | +4.4% | +0.6% |
| 30D | +3.5% | -7.4% | +10.9% | +5.5% |
| 3M | -13.0% | -4.9% | -8.1% | -12.7% |
| 6M | +43.1% | -14.2% | +57.3% | +47.9% |
| YTD | +65.4% | -14.8% | +80.2% | +69.3% |
| 1Y | +27.7% | -18.1% | +45.8% | +31.9% |
| 3Y | +91.3% | -32.7% | +124.0% | +110.3% |
| 5Y | -29.3% | -0.5% | -28.8% | -32.3% |
| All | +471.6% | -50.5% | +522.1% | +421.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling