+805.4%
RIOT vs ECL
+177.1%
+628.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +14.8% | -2.6% | +17.4% | +17.3% |
| 30D | +1.4% | -2.2% | +3.6% | +3.0% |
| 3M | -20.6% | +10.1% | -30.8% | -28.1% |
| 6M | +31.9% | -5.7% | +37.6% | +37.2% |
| YTD | +72.1% | +7.0% | +65.1% | +59.9% |
| 1Y | +65.7% | +2.7% | +63.0% | +58.9% |
| 3Y | +97.5% | +57.7% | +39.7% | +28.2% |
| 5Y | -36.7% | +31.1% | -67.8% | -51.6% |
| 10Y | +550.1% | +150.9% | +399.3% | +188.5% |
| All | +805.4% | +177.1% | +628.2% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling