+816.6%
RIOT vs TRV
+289.9%
+526.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +18.4% | +0.2% | +18.3% | +18.4% |
| 30D | +13.8% | -2.3% | +16.1% | +14.9% |
| 3M | -12.7% | +22.7% | -35.4% | -21.2% |
| 6M | +50.1% | +21.9% | +28.2% | +35.3% |
| YTD | +74.2% | +27.5% | +46.7% | +52.6% |
| 1Y | +45.1% | +36.2% | +8.9% | +22.4% |
| 3Y | +101.6% | +140.6% | -39.0% | +27.0% |
| 5Y | -29.6% | +154.5% | -184.1% | -58.6% |
| 10Y | +528.1% | +295.4% | +232.7% | +166.3% |
| All | +816.6% | +289.9% | +526.7% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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