-26.7%
RIOT vs EFA
+52.4%
-79.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +0.1% |
| 7D | -1.5% | -1.5% | 0.0% | +2.3% |
| 30D | +5.7% | -1.7% | +7.3% | +10.6% |
| 3M | -17.9% | +3.5% | -21.4% | -23.4% |
| 6M | +45.0% | +9.5% | +35.5% | +21.7% |
| YTD | +69.5% | +12.9% | +56.6% | +35.2% |
| 1Y | +37.2% | +18.2% | +19.0% | -1.1% |
| 3Y | +111.7% | +64.8% | +46.9% | -30.4% |
| All | -26.7% | +52.4% | -79.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling