-29.6%
RIOT vs THC
+258.2%
-287.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -2.5% |
| 7D | +18.4% | +4.1% | +14.4% | +16.4% |
| 30D | +13.8% | +3.5% | +10.2% | +11.6% |
| 3M | -12.7% | +61.7% | -74.5% | -32.1% |
| 6M | +50.1% | +11.8% | +38.3% | +39.1% |
| YTD | +74.2% | +35.4% | +38.8% | +45.1% |
| 1Y | +45.1% | +37.0% | +8.1% | +19.4% |
| 3Y | +101.6% | +260.1% | -158.5% | -12.9% |
| 5Y | -29.6% | +262.6% | -292.2% | -68.0% |
| All | -29.6% | +258.2% | -287.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling