+805.4%
RIOT vs TPR
+303.4%
+502.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +14.8% | -2.3% | +17.1% | +16.3% |
| 30D | +1.4% | -23.0% | +24.4% | +15.7% |
| 3M | -20.6% | -12.5% | -8.2% | -16.0% |
| 6M | +31.9% | -21.4% | +53.3% | +48.6% |
| YTD | +72.1% | -3.5% | +75.6% | +70.3% |
| 1Y | +65.7% | +17.4% | +48.3% | +46.1% |
| 3Y | +97.5% | +291.3% | -193.8% | -17.3% |
| 5Y | -36.7% | +241.9% | -278.6% | -71.0% |
| 10Y | +550.1% | +322.7% | +227.5% | +143.4% |
| All | +805.4% | +303.4% | +502.0% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling