+485.8%
RIOT vs USFR
+28.1%
+457.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +5.7% | +0.4% | +5.3% | +5.3% |
| 3M | -17.9% | +1.0% | -18.9% | -18.6% |
| 6M | +45.0% | +2.0% | +43.0% | +42.2% |
| YTD | +69.5% | +2.8% | +66.7% | +64.5% |
| 1Y | +37.2% | +4.1% | +33.1% | +30.9% |
| 3Y | +111.7% | +14.1% | +97.6% | +78.5% |
| 5Y | -27.5% | +20.6% | -48.1% | -44.3% |
| All | +485.8% | +28.1% | +457.6% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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