+111.7%
RIOT vs VSXY
+352.7%
-241.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +5.7% | -18.7% | +24.3% | +10.0% |
| 3M | -17.9% | -4.0% | -13.9% | -18.2% |
| 6M | +45.0% | +67.5% | -22.5% | +21.3% |
| YTD | +69.5% | +39.7% | +29.8% | +47.7% |
| 1Y | +37.2% | +180.0% | -142.8% | -2.9% |
| 3Y | +111.7% | +337.3% | -225.5% | +21.9% |
| All | +111.7% | +352.7% | -241.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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