+79.0%
RIOT vs ECL
+79.8%
-0.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.5% |
| 7D | +4.8% | +2.9% | +2.0% | +3.4% |
| 30D | +16.0% | +7.5% | +8.5% | +11.5% |
| 3M | -8.8% | +12.2% | -21.0% | -14.7% |
| 6M | -29.7% | +24.6% | -54.3% | -39.5% |
| YTD | +38.3% | +18.8% | +19.5% | +23.5% |
| 1Y | +26.2% | +19.3% | +6.9% | +12.5% |
| 3Y | +79.0% | +78.2% | +0.8% | +117.2% |
| All | +79.0% | +79.8% | -0.9% | +117.2% |
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