-16.4%
TLT vs RIOT
+777.7%
-794.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -0.3% | +29.0% | -29.2% | -0.2% |
| 30D | +3.7% | +7.1% | -3.4% | +3.8% |
| 3M | -0.7% | -6.8% | +6.1% | -0.6% |
| 6M | -4.2% | -24.9% | +20.7% | -4.2% |
| YTD | -4.0% | +42.7% | -46.7% | -3.7% |
| 1Y | -5.8% | +4.4% | -10.2% | -5.7% |
| 3Y | +4.1% | +74.5% | -70.4% | +4.8% |
| 5Y | -34.8% | -50.5% | +15.6% | -34.6% |
| 10Y | -12.3% | +685.8% | -698.2% | -7.4% |
| All | -16.4% | +777.7% | -794.0% | -12.4% |
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