+73.0%
RIOT vs ZYBT
-58.9%
+131.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | -1.5% | -3.7% | +2.2% | -1.5% |
| 30D | +5.7% | 0.0% | +5.7% | +5.6% |
| 3M | -17.9% | +72.2% | -90.1% | -25.0% |
| 6M | +45.0% | +103.1% | -58.2% | +27.6% |
| YTD | +69.5% | +34.8% | +34.7% | +54.0% |
| 1Y | +37.2% | -83.2% | +120.4% | +41.8% |
| All | +73.0% | -58.9% | +131.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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