-24.3%
RIOT vs VSXY
+37.7%
-62.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.2% |
| 7D | +18.4% | -10.7% | +29.2% | +21.5% |
| 30D | +13.8% | -24.3% | +38.0% | +22.3% |
| 3M | -12.7% | +1.0% | -13.8% | -14.4% |
| 6M | +50.1% | +57.4% | -7.2% | +21.6% |
| YTD | +74.2% | +39.8% | +34.4% | +45.3% |
| 1Y | +45.1% | +196.5% | -151.4% | -8.5% |
| 3Y | +101.6% | +357.2% | -255.7% | -6.6% |
| 5Y | -29.6% | +18.9% | -48.5% | -49.8% |
| All | -24.3% | +37.7% | -62.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling