-58.4%
RIOT vs Z
-53.4%
-4.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.8% |
| 7D | +4.8% | +0.8% | +4.0% | +4.0% |
| 30D | +16.0% | +5.2% | +10.8% | +8.7% |
| 3M | -8.8% | -17.0% | +8.2% | -2.7% |
| 6M | -29.7% | -22.7% | -7.0% | -24.5% |
| YTD | +38.3% | -56.3% | +94.6% | +115.5% |
| 1Y | +26.2% | -57.7% | +83.9% | +101.2% |
| 3Y | +79.0% | -16.5% | +95.5% | +42.3% |
| All | -58.4% | -53.4% | -4.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling