+17.0%
RSP vs RIOT
+67.5%
-50.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -0.4% | +25.1% | -25.5% | -1.5% |
| 30D | -1.5% | +8.5% | -10.0% | -2.0% |
| 3M | +4.8% | -13.4% | +18.1% | +5.2% |
| 6M | +10.3% | +57.1% | -46.9% | +6.2% |
| YTD | +14.1% | +75.7% | -61.6% | +8.6% |
| 1Y | +17.0% | +65.6% | -48.6% | +14.3% |
| All | +17.0% | +67.5% | -50.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling