-12.2%
TLT vs RIOT
+747.2%
-759.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -2.7% | +20.8% | -23.5% | -2.6% |
| 30D | +2.2% | +7.0% | -4.8% | +2.2% |
| 3M | -1.7% | -12.3% | +10.5% | -1.7% |
| 6M | -4.0% | -27.3% | +23.3% | -4.0% |
| YTD | -4.9% | +40.7% | -45.7% | -4.7% |
| 1Y | -7.4% | +15.3% | -22.7% | -7.2% |
| 3Y | +3.0% | +72.1% | -69.1% | +3.7% |
| 5Y | -35.1% | -59.7% | +24.6% | -35.0% |
| All | -12.2% | +747.2% | -759.4% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling