+485.8%
RIOT vs EFA
+146.6%
+339.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +0.4% |
| 7D | -1.5% | -1.5% | 0.0% | +1.8% |
| 30D | +5.7% | -1.7% | +7.3% | +10.0% |
| 3M | -17.9% | +3.5% | -21.4% | -22.6% |
| 6M | +45.0% | +9.5% | +35.5% | +25.0% |
| YTD | +69.5% | +12.9% | +56.6% | +40.0% |
| 1Y | +37.2% | +18.2% | +19.0% | +3.7% |
| 3Y | +111.7% | +64.8% | +46.9% | -16.4% |
| 5Y | -27.5% | +53.9% | -81.4% | -62.7% |
| All | +485.8% | +146.6% | +339.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling