+816.6%
RIOT vs TRU
+190.6%
+626.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | +18.4% | -6.5% | +24.9% | +23.5% |
| 30D | +13.8% | -2.5% | +16.3% | +15.1% |
| 3M | -12.7% | +10.4% | -23.1% | -21.8% |
| 6M | +50.1% | +1.6% | +48.5% | +41.1% |
| YTD | +74.2% | -9.7% | +83.9% | +73.9% |
| 1Y | +45.1% | -17.3% | +62.4% | +51.7% |
| 3Y | +101.6% | -1.8% | +103.4% | +81.6% |
| 5Y | -29.6% | -36.2% | +6.6% | -14.0% |
| 10Y | +528.1% | +143.2% | +384.9% | +352.7% |
| All | +816.6% | +190.6% | +626.0% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling