+627.6%
RIOT vs ED
+130.0%
+497.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.5% |
| 7D | +4.8% | +2.1% | +2.8% | +5.2% |
| 30D | +16.0% | +10.4% | +5.6% | +18.0% |
| 3M | -8.8% | +12.5% | -21.3% | -7.0% |
| 6M | -29.7% | +14.9% | -44.6% | -28.0% |
| YTD | +38.3% | +24.8% | +13.4% | +42.5% |
| 1Y | +26.2% | +23.8% | +2.4% | +30.1% |
| 3Y | +79.0% | +51.6% | +27.3% | +84.6% |
| 5Y | -60.4% | +86.4% | -146.8% | -58.3% |
| 10Y | +638.6% | +145.4% | +493.1% | +748.4% |
| All | +627.6% | +130.0% | +497.6% | +748.7% |
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