-5.6%
TLT vs RIOT
-21.9%
+16.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.8% | +0.7% |
| 7D | +1.0% | +6.4% | -5.4% | +0.9% |
| 30D | +6.0% | -20.4% | +26.5% | +6.6% |
| 3M | -0.9% | -28.7% | +27.8% | -0.2% |
| 6M | -2.3% | -17.7% | +15.5% | -1.9% |
| YTD | -3.3% | +21.3% | -24.6% | -3.4% |
| 1Y | -5.6% | -20.3% | +14.7% | -5.1% |
| All | -5.6% | -21.9% | +16.3% | -5.1% |
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