-15.3%
TLT vs RIOT
+711.2%
-726.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.2% | -13.2% | 0.0% |
| 7D | +0.1% | +30.4% | -30.3% | +0.2% |
| 30D | +6.2% | -9.9% | +16.1% | +6.2% |
| 3M | +0.1% | -21.2% | +21.3% | 0.0% |
| 6M | -3.0% | -29.5% | +26.5% | -3.0% |
| YTD | -2.7% | +31.9% | -34.6% | -2.5% |
| 1Y | -4.8% | -3.6% | -1.2% | -4.7% |
| 3Y | +6.9% | +51.8% | -44.9% | +7.5% |
| 5Y | -34.5% | -46.9% | +12.5% | -34.2% |
| 10Y | -17.3% | +677.5% | -694.8% | -12.6% |
| All | -15.3% | +711.2% | -726.5% | -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