+111.7%
RIOT vs ECHO
+416.0%
-304.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | -1.5% | +3.7% | -5.2% | -2.3% |
| 30D | +5.7% | +0.7% | +5.0% | +5.6% |
| 3M | -17.9% | -27.3% | +9.4% | -12.6% |
| 6M | +45.0% | -17.0% | +61.9% | +49.6% |
| YTD | +69.5% | -14.3% | +83.8% | +74.3% |
| 1Y | +37.2% | +20.9% | +16.3% | +32.5% |
| 3Y | +111.7% | +423.0% | -311.2% | +45.0% |
| All | +111.7% | +416.0% | -304.3% | +45.0% |
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