+66.1%
T vs RIOT
-30.6%
+96.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -1.5% | +25.1% | -26.7% | -1.7% |
| 30D | +7.6% | +8.5% | -0.9% | +7.5% |
| 3M | +15.3% | -13.4% | +28.7% | +15.4% |
| 6M | -8.5% | +57.1% | -65.6% | -9.1% |
| YTD | +6.8% | +75.7% | -68.9% | +5.6% |
| 1Y | -7.2% | +65.6% | -72.9% | -8.5% |
| 3Y | +108.2% | +103.3% | +5.0% | +98.8% |
| 5Y | +66.1% | -26.7% | +92.8% | +49.9% |
| All | +66.1% | -30.6% | +96.7% | +49.9% |
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