+147.9%
RIOT vs WETO
-99.4%
+247.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +2.5% |
| 7D | -1.5% | -4.3% | +2.8% | -1.5% |
| 30D | +5.7% | -39.9% | +45.6% | +7.5% |
| 3M | -17.9% | -97.9% | +80.0% | -7.7% |
| 6M | +45.0% | -95.0% | +140.0% | +47.9% |
| YTD | +69.5% | -97.2% | +166.6% | +81.9% |
| 1Y | +37.2% | -98.9% | +136.1% | +57.5% |
| All | +147.9% | -99.4% | +247.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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