+111.7%
RIOT vs TRU
-1.3%
+113.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -1.5% | -2.7% | +1.2% | -0.2% |
| 30D | +5.7% | -2.0% | +7.7% | +6.4% |
| 3M | -17.9% | +18.4% | -36.3% | -27.5% |
| 6M | +45.0% | +8.9% | +36.1% | +33.2% |
| YTD | +69.5% | -8.9% | +78.4% | +69.8% |
| 1Y | +37.2% | -15.9% | +53.1% | +43.6% |
| 3Y | +111.7% | -1.1% | +112.8% | +154.1% |
| All | +111.7% | -1.3% | +113.0% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling