+79.0%
RIOT vs ECHO
+900.0%
-821.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +4.8% | +5.7% | -0.8% | +3.6% |
| 30D | +16.0% | +13.8% | +2.2% | +12.9% |
| 3M | -8.8% | +9.1% | -17.9% | -10.3% |
| 6M | -29.7% | -24.9% | -4.8% | -25.9% |
| YTD | +38.3% | -8.0% | +46.3% | +40.2% |
| 1Y | +26.2% | +42.9% | -16.7% | +18.4% |
| 3Y | +79.0% | +926.7% | -847.7% | +7.2% |
| All | +79.0% | +900.0% | -821.0% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling