+824.5%
RIOT vs TRMB
+136.8%
+687.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.2% |
| 7D | +25.1% | -0.3% | +25.4% | +25.6% |
| 30D | +8.5% | -1.2% | +9.7% | +9.0% |
| 3M | -13.4% | +9.6% | -23.0% | -24.0% |
| 6M | +57.1% | -16.1% | +73.3% | +76.7% |
| YTD | +75.7% | -25.0% | +100.7% | +117.9% |
| 1Y | +65.6% | -27.7% | +93.3% | +112.3% |
| 3Y | +103.3% | +15.3% | +88.0% | +71.6% |
| 5Y | -26.7% | -37.4% | +10.7% | +16.8% |
| 10Y | +527.2% | +117.5% | +409.7% | +393.8% |
| All | +824.5% | +136.8% | +687.7% | +622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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