+805.4%
RIOT vs ED
+103.9%
+701.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +2.9% |
| 7D | +14.8% | -0.2% | +15.0% | +14.8% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | -20.6% | +3.9% | -24.6% | -20.2% |
| 6M | +31.9% | -3.0% | +34.9% | +31.9% |
| YTD | +72.1% | +10.7% | +61.4% | +73.8% |
| 1Y | +65.7% | +13.3% | +52.3% | +67.8% |
| 3Y | +97.5% | +34.5% | +63.0% | +99.8% |
| 5Y | -36.7% | +67.1% | -103.8% | -34.6% |
| 10Y | +550.1% | +103.0% | +447.1% | +624.8% |
| All | +805.4% | +103.9% | +701.4% | +935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling