-32.1%
RIOT vs ZETA
+235.0%
-267.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | -1.5% | -3.7% | +2.2% | -0.1% |
| 30D | +5.7% | +5.7% | 0.0% | +2.6% |
| 3M | -17.9% | +50.4% | -68.3% | -32.9% |
| 6M | +45.0% | +65.5% | -20.5% | +11.1% |
| YTD | +69.5% | +48.3% | +21.2% | +33.9% |
| 1Y | +37.2% | +45.4% | -8.2% | +7.6% |
| 3Y | +111.7% | +270.8% | -159.0% | -9.2% |
| 5Y | -27.5% | +336.1% | -363.6% | -73.8% |
| All | -32.1% | +235.0% | -267.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling