+640.5%
RIOT vs TAP
-45.7%
+686.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | +20.8% | -6.3% | +27.1% | +22.6% |
| 30D | +7.0% | +2.7% | +4.3% | +5.1% |
| 3M | -12.3% | -3.7% | -8.5% | -12.7% |
| 6M | -27.3% | -2.0% | -25.2% | -28.7% |
| YTD | +40.7% | -12.3% | +53.1% | +41.1% |
| 1Y | +15.3% | -10.1% | +25.4% | +14.2% |
| 3Y | +72.1% | -25.3% | +97.4% | +80.2% |
| 5Y | -59.7% | -1.9% | -57.7% | -61.6% |
| 10Y | +651.6% | -47.8% | +699.5% | +620.0% |
| All | +640.5% | -45.7% | +686.2% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling