-33.7%
TLT vs RIOT
-30.6%
-3.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.4% | +25.1% | -24.7% | +0.2% |
| 30D | -0.3% | +8.5% | -8.8% | -0.4% |
| 3M | -1.7% | -13.4% | +11.6% | -1.7% |
| 6M | -4.9% | +57.1% | -62.1% | -5.2% |
| YTD | -2.8% | +75.7% | -78.5% | -3.2% |
| 1Y | -4.2% | +65.6% | -69.8% | -4.7% |
| 3Y | -1.1% | +103.3% | -104.4% | -2.2% |
| 5Y | -33.7% | -26.7% | -7.0% | -34.7% |
| All | -33.7% | -30.6% | -3.1% | -34.7% |
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 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