+816.6%
RIOT vs DE
+895.6%
-79.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | +18.4% | -3.0% | +21.5% | +21.1% |
| 30D | +13.8% | +11.1% | +2.6% | +3.9% |
| 3M | -12.7% | +17.6% | -30.4% | -23.8% |
| 6M | +50.1% | +13.6% | +36.5% | +34.4% |
| YTD | +74.2% | +46.3% | +27.9% | +25.9% |
| 1Y | +45.1% | +44.2% | +0.9% | +5.0% |
| 3Y | +101.6% | +76.6% | +25.0% | +24.0% |
| 5Y | -29.6% | +98.2% | -127.8% | -60.3% |
| 10Y | +528.1% | +863.5% | -335.4% | +27.8% |
| All | +816.6% | +895.6% | -79.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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