+117.7%
RIOT vs Z
-37.2%
+154.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +18.4% | -7.1% | +25.5% | +21.8% |
| 30D | +13.8% | -4.8% | +18.5% | +15.0% |
| 3M | -12.7% | -9.3% | -3.4% | -11.5% |
| 6M | +50.1% | -29.0% | +79.1% | +70.6% |
| YTD | +74.2% | -52.9% | +127.1% | +139.0% |
| 1Y | +45.1% | -63.1% | +108.2% | +123.8% |
| All | +117.7% | -37.2% | +154.9% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling