+816.6%
RIOT vs XYZ
+438.3%
+378.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +18.4% | -3.7% | +22.1% | +21.5% |
| 30D | +13.8% | +0.5% | +13.2% | +12.6% |
| 3M | -12.7% | +16.3% | -29.0% | -23.0% |
| 6M | +50.1% | +21.1% | +29.0% | +28.3% |
| YTD | +74.2% | +22.0% | +52.2% | +44.9% |
| 1Y | +45.1% | +5.2% | +40.0% | +33.6% |
| 3Y | +101.6% | +49.6% | +52.0% | +37.6% |
| 5Y | -29.6% | -68.4% | +38.8% | +30.6% |
| 10Y | +528.1% | +604.5% | -76.4% | +372.8% |
| All | +816.6% | +438.3% | +378.3% | +607.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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