+824.5%
RIOT vs TECK
+949.8%
-125.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.0% | 0.0% |
| 7D | +25.1% | +7.8% | +17.4% | +20.6% |
| 30D | +8.5% | +8.3% | +0.2% | +4.4% |
| 3M | -13.4% | +16.1% | -29.4% | -19.1% |
| 6M | +57.1% | +42.9% | +14.3% | +33.9% |
| YTD | +75.7% | +50.8% | +24.9% | +46.3% |
| 1Y | +65.6% | +106.1% | -40.4% | +18.9% |
| 3Y | +103.3% | +84.0% | +19.3% | +50.7% |
| 5Y | -26.7% | +223.5% | -250.2% | -59.0% |
| 10Y | +527.2% | +378.1% | +149.1% | +163.3% |
| All | +824.5% | +949.8% | -125.3% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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