+770.1%
RIOT vs VYM
+219.6%
+550.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.1% |
| 7D | -0.9% | -1.9% | +1.0% | +2.6% |
| 30D | +3.5% | -2.6% | +6.1% | +8.5% |
| 3M | -13.0% | +3.6% | -16.6% | -18.5% |
| 6M | +43.1% | +8.7% | +34.4% | +24.4% |
| YTD | +65.4% | +14.1% | +51.2% | +33.0% |
| 1Y | +27.7% | +17.8% | +9.9% | -2.1% |
| 3Y | +91.3% | +64.5% | +26.8% | -9.3% |
| 5Y | -29.3% | +77.5% | -106.8% | -67.0% |
| 10Y | +496.3% | +206.1% | +290.1% | +56.1% |
| All | +770.1% | +219.6% | +550.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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