+228.3%
RSP vs RIOT
+711.2%
-482.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.2% | -13.6% | -1.0% |
| 7D | -1.0% | +30.4% | -31.5% | -2.5% |
| 30D | +2.6% | -9.9% | +12.5% | +2.8% |
| 3M | -0.8% | -21.2% | +20.4% | -0.1% |
| 6M | +6.3% | -29.5% | +35.8% | +7.1% |
| YTD | +14.1% | +31.9% | -17.8% | +10.5% |
| 1Y | +18.0% | -3.6% | +21.6% | +15.9% |
| 3Y | +61.0% | +51.8% | +9.3% | +49.1% |
| 5Y | +45.6% | -46.9% | +92.5% | +34.3% |
| 10Y | +220.2% | +677.5% | -457.3% | +137.4% |
| All | +228.3% | +711.2% | -482.8% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling