-26.7%
RIOT vs TRI
-10.0%
-16.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | -1.5% | -7.9% | +6.4% | +1.4% |
| 30D | +5.7% | -4.5% | +10.2% | +6.8% |
| 3M | -17.9% | +22.1% | -40.0% | -30.2% |
| 6M | +45.0% | -2.8% | +47.7% | +38.6% |
| YTD | +69.5% | -23.4% | +92.9% | +96.6% |
| 1Y | +37.2% | -41.5% | +78.7% | +113.0% |
| 3Y | +111.7% | -19.2% | +130.9% | +72.4% |
| All | -26.7% | -10.0% | -16.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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