+111.7%
RIOT vs USFR
+14.1%
+97.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +3.0% |
| 7D | -1.5% | +0.1% | -1.7% | -0.5% |
| 30D | +5.7% | +0.4% | +5.3% | +8.4% |
| 3M | -17.9% | +1.0% | -18.9% | -11.7% |
| 6M | +45.0% | +2.0% | +43.0% | +62.5% |
| YTD | +69.5% | +2.8% | +66.7% | +91.1% |
| 1Y | +37.2% | +4.1% | +33.1% | +56.6% |
| 3Y | +111.7% | +14.1% | +97.6% | +210.4% |
| All | +111.7% | +14.1% | +97.6% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling