+485.8%
RIOT vs VIVK
-100.0%
+585.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +9.9% | +2.5% |
| 7D | -1.5% | -4.4% | +2.9% | -1.5% |
| 30D | +5.7% | -40.8% | +46.5% | +5.6% |
| 3M | -17.9% | -94.1% | +76.3% | -17.7% |
| 6M | +45.0% | -98.2% | +143.2% | +45.3% |
| YTD | +69.5% | -98.0% | +167.5% | +69.7% |
| 1Y | +37.2% | -100.0% | +137.2% | +37.9% |
| 3Y | +111.7% | -100.0% | +211.7% | +112.6% |
| 5Y | -27.5% | -100.0% | +72.5% | -27.3% |
| All | +485.8% | -100.0% | +585.8% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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