+72.4%
TER vs RIOT
-57.0%
+129.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.7% | +7.0% | +11.3% |
| 7D | -5.8% | +49.2% | -54.9% | -15.3% |
| 30D | -38.9% | +4.6% | -43.5% | -40.0% |
| 3M | -35.1% | -13.9% | -21.2% | -33.5% |
| 6M | -31.6% | -26.7% | -4.9% | -26.9% |
| YTD | +27.2% | +39.4% | -12.1% | +16.8% |
| 1Y | +35.2% | +3.8% | +31.4% | +31.3% |
| 3Y | +192.8% | +73.0% | +119.8% | +122.8% |
| 5Y | +72.4% | -55.7% | +128.1% | +43.3% |
| All | +72.4% | -57.0% | +129.5% | +43.3% |
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