+791.7%
RIOT vs VMC
+161.6%
+630.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | -1.5% | -3.8% | +2.3% | +1.1% |
| 30D | +5.7% | -9.7% | +15.4% | +13.1% |
| 3M | -17.9% | -9.6% | -8.2% | -13.5% |
| 6M | +45.0% | -4.8% | +49.8% | +47.7% |
| YTD | +69.5% | -10.9% | +80.3% | +81.0% |
| 1Y | +37.2% | -15.6% | +52.8% | +52.6% |
| 3Y | +111.7% | +19.3% | +92.4% | +90.5% |
| 5Y | -27.5% | +48.0% | -75.5% | -39.7% |
| 10Y | +511.1% | +155.4% | +355.7% | +311.6% |
| All | +791.7% | +161.6% | +630.1% | +586.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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