+103.3%
RIOT vs TAP
-31.5%
+134.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.2% |
| 7D | +25.1% | -2.3% | +27.4% | +25.2% |
| 30D | +8.5% | -9.4% | +17.9% | +8.7% |
| 3M | -13.4% | -0.8% | -12.6% | -14.0% |
| 6M | +57.1% | -14.7% | +71.9% | +59.5% |
| YTD | +75.7% | -13.9% | +89.6% | +75.5% |
| 1Y | +65.6% | -18.6% | +84.2% | +68.2% |
| 3Y | +103.3% | -32.0% | +135.3% | +119.4% |
| All | +103.3% | -31.5% | +134.8% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling