+805.4%
RIOT vs W
+141.7%
+663.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.1% |
| 7D | +14.8% | -4.2% | +19.0% | +17.0% |
| 30D | +1.4% | -7.6% | +9.0% | +4.8% |
| 3M | -20.6% | +37.2% | -57.8% | -33.0% |
| 6M | +31.9% | +26.3% | +5.6% | +14.3% |
| YTD | +72.1% | -1.0% | +73.0% | +63.1% |
| 1Y | +65.7% | +20.1% | +45.6% | +39.1% |
| 3Y | +97.5% | +37.8% | +59.7% | +40.1% |
| 5Y | -36.7% | -63.7% | +27.0% | -36.2% |
| 10Y | +550.1% | +156.3% | +393.8% | +237.4% |
| All | +805.4% | +141.7% | +663.7% | +362.7% |
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