-20.3%
RIOT vs ECHO
+34.5%
-54.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.3% | +12.9% | +11.3% |
| 7D | +6.4% | +4.6% | +1.8% | +3.8% |
| 30D | -20.4% | +0.4% | -20.9% | -20.6% |
| 3M | -28.7% | +7.7% | -36.4% | -31.4% |
| 6M | -17.7% | -18.0% | +0.3% | -12.9% |
| YTD | +21.3% | -9.3% | +30.6% | +19.3% |
| 1Y | -20.3% | +34.2% | -54.5% | -33.4% |
| All | -20.3% | +34.5% | -54.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling