+430.0%
RIOT vs TW
+211.4%
+218.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +3.8% |
| 7D | +25.1% | -3.5% | +28.6% | +27.6% |
| 30D | +8.5% | +0.5% | +8.0% | +7.9% |
| 3M | -13.4% | +4.9% | -18.3% | -19.1% |
| 6M | +57.1% | -17.1% | +74.3% | +68.6% |
| YTD | +75.7% | -3.9% | +79.5% | +66.3% |
| 1Y | +65.6% | -13.3% | +78.9% | +68.0% |
| 3Y | +103.3% | +20.9% | +82.4% | +50.7% |
| 5Y | -26.7% | +20.5% | -47.2% | -45.4% |
| All | +430.0% | +211.4% | +218.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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