+103.3%
RIOT vs ECL
+58.2%
+45.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +25.1% | -0.8% | +25.9% | +25.6% |
| 30D | +8.5% | -2.5% | +11.0% | +9.9% |
| 3M | -13.4% | +8.3% | -21.7% | -18.8% |
| 6M | +57.1% | -1.1% | +58.2% | +56.4% |
| YTD | +75.7% | +6.5% | +69.2% | +66.7% |
| 1Y | +65.6% | +2.1% | +63.5% | +61.6% |
| 3Y | +103.3% | +57.6% | +45.7% | +60.1% |
| All | +103.3% | +58.2% | +45.0% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling