+485.8%
RIOT vs TTWO
+406.5%
+79.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | +5.7% | -11.3% | +17.0% | +12.5% |
| 3M | -17.9% | +1.6% | -19.5% | -20.2% |
| 6M | +45.0% | +2.1% | +42.9% | +38.9% |
| YTD | +69.5% | -15.8% | +85.3% | +82.4% |
| 1Y | +37.2% | -12.6% | +49.8% | +44.2% |
| 3Y | +111.7% | +48.2% | +63.5% | +59.2% |
| 5Y | -27.5% | +40.0% | -67.5% | -43.9% |
| All | +485.8% | +406.5% | +79.3% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling