+1,654.7%
TER vs RIOT
+958.3%
+696.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +5.1% |
| 7D | +0.6% | +14.8% | -14.2% | -1.3% |
| 30D | -8.3% | +1.4% | -9.7% | -8.6% |
| 3M | -12.2% | -20.6% | +8.4% | -9.6% |
| 6M | +17.1% | +31.9% | -14.8% | +13.5% |
| YTD | +84.7% | +72.1% | +12.6% | +72.9% |
| 1Y | +199.9% | +65.7% | +134.3% | +179.7% |
| 3Y | +232.8% | +97.5% | +135.3% | +186.9% |
| 5Y | +198.6% | -36.7% | +235.3% | +161.5% |
| 10Y | +1,669.7% | +550.1% | +1,119.6% | +1,082.9% |
| All | +1,654.7% | +958.3% | +696.4% | +1,069.5% |
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