-29.6%
RIOT vs ECL
+25.4%
-55.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | +1.3% |
| 7D | +18.4% | -2.7% | +21.2% | +21.8% |
| 30D | +13.8% | -4.3% | +18.0% | +18.6% |
| 3M | -12.7% | +3.2% | -16.0% | -17.6% |
| 6M | +50.1% | -2.9% | +53.0% | +52.0% |
| YTD | +74.2% | +4.3% | +69.9% | +61.7% |
| 1Y | +45.1% | +1.6% | +43.5% | +38.1% |
| 3Y | +101.6% | +54.3% | +47.3% | +8.9% |
| 5Y | -29.6% | +26.5% | -56.1% | -48.6% |
| All | -29.6% | +25.4% | -55.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling