-15.3%
TLT vs RIOT
+958.3%
-973.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | +0.2% |
| 7D | -0.4% | +14.8% | -15.2% | -0.4% |
| 30D | -0.6% | +1.4% | -2.0% | -0.6% |
| 3M | -2.7% | -20.6% | +17.9% | -2.8% |
| 6M | -5.6% | +31.9% | -37.5% | -5.5% |
| YTD | -2.8% | +72.1% | -74.8% | -2.5% |
| 1Y | -1.4% | +65.7% | -67.1% | -1.2% |
| 3Y | -1.6% | +97.5% | -99.0% | -1.0% |
| 5Y | -33.8% | -36.7% | +2.9% | -33.5% |
| 10Y | -21.1% | +550.1% | -571.3% | -16.7% |
| All | -15.3% | +958.3% | -973.6% | -11.3% |
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