-26.7%
RIOT vs TKO
+291.2%
-317.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.6% |
| 30D | +5.7% | -2.5% | +8.1% | +6.5% |
| 3M | -17.9% | -10.6% | -7.3% | -14.2% |
| 6M | +45.0% | -5.1% | +50.0% | +46.9% |
| YTD | +69.5% | -8.2% | +77.7% | +73.3% |
| 1Y | +37.2% | -4.4% | +41.6% | +37.0% |
| 3Y | +111.7% | +100.4% | +11.4% | +41.5% |
| All | -26.7% | +291.2% | -317.9% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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