-29.6%
RIOT vs ED
+66.4%
-96.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.0% |
| 7D | +18.4% | -0.2% | +18.6% | +18.4% |
| 30D | +13.8% | +1.9% | +11.8% | +14.3% |
| 3M | -12.7% | +1.9% | -14.6% | -12.3% |
| 6M | +50.1% | -2.3% | +52.4% | +50.3% |
| YTD | +74.2% | +10.9% | +63.3% | +77.1% |
| 1Y | +45.1% | +14.5% | +30.6% | +48.2% |
| 3Y | +101.6% | +33.4% | +68.2% | +99.1% |
| 5Y | -29.6% | +67.3% | -96.9% | -13.6% |
| All | -29.6% | +66.4% | -96.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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