-31.1%
RIOT vs ZETA
+247.9%
-279.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +4.8% |
| 7D | +14.8% | +2.7% | +12.1% | +13.5% |
| 30D | +1.4% | +15.8% | -14.4% | -5.3% |
| 3M | -20.6% | +35.4% | -56.1% | -32.0% |
| 6M | +31.9% | +67.1% | -35.2% | +0.8% |
| YTD | +72.1% | +54.1% | +18.0% | +34.0% |
| 1Y | +65.7% | +67.8% | -2.2% | +21.7% |
| 3Y | +97.5% | +311.4% | -214.0% | -19.3% |
| 5Y | -36.7% | +324.8% | -361.5% | -77.0% |
| All | -31.1% | +247.9% | -279.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling