+805.4%
RIOT vs Z
+50.1%
+755.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.2% |
| 7D | +14.8% | -3.0% | +17.8% | +16.8% |
| 30D | +1.4% | -4.2% | +5.6% | +2.5% |
| 3M | -20.6% | -3.7% | -16.9% | -21.9% |
| 6M | +31.9% | -24.5% | +56.4% | +46.5% |
| YTD | +72.1% | -49.3% | +121.4% | +132.3% |
| 1Y | +65.7% | -58.7% | +124.3% | +145.9% |
| 3Y | +97.5% | -34.1% | +131.6% | +118.8% |
| 5Y | -36.7% | -64.5% | +27.9% | -11.8% |
| 10Y | +550.1% | -0.5% | +550.6% | +621.0% |
| All | +805.4% | +50.1% | +755.3% | +1,046.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling