-29.6%
RIOT vs W
-62.3%
+32.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +18.4% | +5.9% | +12.5% | +15.5% |
| 30D | +13.8% | -3.0% | +16.8% | +15.5% |
| 3M | -12.7% | +40.3% | -53.1% | -29.2% |
| 6M | +50.1% | +32.2% | +17.9% | +23.8% |
| YTD | +74.2% | -0.3% | +74.5% | +62.5% |
| 1Y | +45.1% | +16.2% | +28.9% | +19.7% |
| 3Y | +101.6% | +40.7% | +60.8% | +29.9% |
| 5Y | -29.6% | -62.3% | +32.7% | -13.0% |
| All | -29.6% | -62.3% | +32.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…
5y analysis · Full analysis span regression · 6 months rolling