+65.7%
RIOT vs ECHO
+40.1%
+25.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +14.8% | +3.4% | +11.4% | +13.3% |
| 30D | +1.4% | +2.4% | -1.0% | +0.4% |
| 3M | -20.6% | -28.0% | +7.3% | -10.5% |
| 6M | +31.9% | -21.2% | +53.1% | +40.6% |
| YTD | +72.1% | -17.4% | +89.4% | +81.5% |
| 1Y | +65.7% | +33.6% | +32.1% | +61.4% |
| All | +65.7% | +40.1% | +25.5% | +61.4% |
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