+471.6%
RIOT vs ECL
+155.8%
+315.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -4.9% |
| 7D | -0.9% | -2.6% | +1.7% | +1.3% |
| 30D | +3.5% | -4.6% | +8.1% | +7.3% |
| 3M | -13.0% | +6.0% | -19.0% | -18.5% |
| 6M | +43.1% | -3.0% | +46.1% | +44.9% |
| YTD | +65.4% | +4.0% | +61.3% | +57.2% |
| 1Y | +27.7% | +2.0% | +25.7% | +23.3% |
| 3Y | +91.3% | +53.9% | +37.4% | +26.4% |
| 5Y | -29.3% | +27.1% | -56.4% | -44.6% |
| All | +471.6% | +155.8% | +315.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling