+770.1%
RIOT vs VICR
+1,675.2%
-905.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -3.7% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | +3.5% | -15.6% | +19.1% | +10.3% |
| 3M | -13.0% | -35.4% | +22.4% | +2.1% |
| 6M | +43.1% | +1.3% | +41.8% | +34.6% |
| YTD | +65.4% | +62.5% | +2.9% | +26.5% |
| 1Y | +27.7% | +255.5% | -227.7% | -33.5% |
| 3Y | +91.3% | +182.0% | -90.7% | -0.2% |
| 5Y | -29.3% | +42.9% | -72.2% | -56.4% |
| 10Y | +496.3% | +1,494.0% | -997.7% | +145.8% |
| All | +770.1% | +1,675.2% | -905.1% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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