+45.4%
RSP vs RIOT
-50.8%
+96.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.2% | -13.6% | -1.4% |
| 7D | -1.0% | +30.4% | -31.5% | -3.3% |
| 30D | +2.6% | -9.9% | +12.5% | +3.0% |
| 3M | -0.8% | -21.2% | +20.4% | +0.2% |
| 6M | +6.3% | -29.5% | +35.8% | +7.5% |
| YTD | +14.1% | +31.9% | -17.8% | +8.0% |
| 1Y | +18.0% | -3.6% | +21.6% | +14.4% |
| 3Y | +61.0% | +51.8% | +9.3% | +39.7% |
| All | +45.4% | -50.8% | +96.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling