+471.6%
RIOT vs TPR
+318.3%
+153.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.1% |
| 7D | -0.9% | -5.1% | +4.2% | +1.9% |
| 30D | +3.5% | -27.6% | +31.1% | +22.3% |
| 3M | -13.0% | -17.5% | +4.5% | -5.0% |
| 6M | +43.1% | -21.3% | +64.4% | +60.5% |
| YTD | +65.4% | -8.5% | +73.8% | +68.3% |
| 1Y | +27.7% | +11.5% | +16.3% | +15.7% |
| 3Y | +91.3% | +288.0% | -196.7% | -19.9% |
| 5Y | -29.3% | +225.2% | -254.4% | -66.8% |
| All | +471.6% | +318.3% | +153.3% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling