+111.7%
RIOT vs VRSK
-26.5%
+138.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -1.5% | -5.2% | +3.6% | -3.0% |
| 30D | +5.7% | -2.3% | +8.0% | +5.2% |
| 3M | -17.9% | -2.9% | -14.9% | -18.7% |
| 6M | +45.0% | -12.8% | +57.8% | +44.2% |
| YTD | +69.5% | -20.8% | +90.3% | +67.6% |
| 1Y | +37.2% | -33.2% | +70.4% | +38.1% |
| 3Y | +111.7% | -26.6% | +138.3% | +115.6% |
| All | +111.7% | -26.5% | +138.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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