-29.3%
RIOT vs ECHO
+253.4%
-282.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +3.5% | +4.4% | -0.9% | +2.4% |
| 3M | -13.0% | -20.3% | +7.3% | -8.0% |
| 6M | +43.1% | -15.3% | +58.4% | +48.2% |
| YTD | +65.4% | -15.5% | +80.9% | +71.7% |
| 1Y | +27.7% | +15.0% | +12.8% | +22.6% |
| 3Y | +91.3% | +409.1% | -317.8% | +1.0% |
| 5Y | -29.3% | +260.6% | -289.9% | -49.7% |
| All | -29.3% | +253.4% | -282.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling