-15.4%
TSLA vs RIOT
-17.8%
+2.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.0% | -6.5% |
| 7D | +1.5% | +14.8% | -13.3% | -1.1% |
| 30D | +10.1% | +1.4% | +8.7% | +9.2% |
| 3M | -15.4% | -20.6% | +5.3% | -7.5% |
| All | -15.4% | -17.8% | +2.4% | -7.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling