+627.6%
RIOT vs W
+172.0%
+455.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +0.2% | +4.7% | +4.7% |
| 30D | +16.0% | +6.8% | +9.2% | +12.7% |
| 3M | -8.8% | +10.7% | -19.5% | -12.9% |
| 6M | -29.7% | +86.3% | -116.0% | -48.1% |
| YTD | +38.3% | +11.5% | +26.8% | +24.3% |
| 1Y | +26.2% | +5.1% | +21.1% | +15.2% |
| 3Y | +79.0% | +171.0% | -92.0% | -3.5% |
| 5Y | -60.4% | -56.6% | -3.7% | -62.9% |
| 10Y | +638.6% | +213.4% | +425.2% | +258.8% |
| All | +627.6% | +172.0% | +455.6% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling