+824.5%
RIOT vs USFR
+28.5%
+796.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +25.1% | +0.1% | +25.1% | +25.1% |
| 30D | +8.5% | +0.3% | +8.2% | +8.4% |
| 3M | -13.4% | +1.0% | -14.3% | -13.6% |
| 6M | +57.1% | +1.9% | +55.2% | +55.9% |
| YTD | +75.7% | +2.7% | +73.0% | +73.4% |
| 1Y | +65.6% | +4.0% | +61.6% | +61.9% |
| 3Y | +103.3% | +14.0% | +89.3% | +86.2% |
| 5Y | -26.7% | +20.4% | -47.2% | -36.4% |
| 10Y | +527.2% | +28.1% | +499.1% | +438.1% |
| All | +824.5% | +28.5% | +796.0% | +745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling