+33.9%
TER vs RIOT
-0.7%
+34.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.7% | +7.0% | +10.0% |
| 7D | -5.8% | +49.2% | -54.9% | -23.5% |
| 30D | -38.9% | +4.6% | -43.5% | -40.9% |
| 3M | -35.1% | -13.9% | -21.2% | -32.2% |
| 6M | -31.6% | -26.7% | -4.9% | -22.8% |
| YTD | +27.2% | +39.4% | -12.1% | +5.2% |
| All | +33.9% | -0.7% | +34.6% | +22.8% |
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