+1,773.8%
SOXX vs RIOT
+917.0%
+856.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.3% | -2.2% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | -3.1% | +3.5% | -6.6% | -3.7% |
| 3M | -4.4% | -13.0% | +8.6% | -3.4% |
| 6M | +52.9% | +43.1% | +9.8% | +46.4% |
| YTD | +72.0% | +65.4% | +6.7% | +61.3% |
| 1Y | +105.1% | +27.7% | +77.4% | +96.1% |
| 3Y | +220.6% | +91.3% | +129.3% | +178.1% |
| 5Y | +244.8% | -29.3% | +274.1% | +199.9% |
| 10Y | +1,537.1% | +496.3% | +1,040.9% | +1,023.6% |
| All | +1,773.8% | +917.0% | +856.8% | +1,169.4% |
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