+816.6%
RIOT vs EFA
+154.1%
+662.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | +1.4% |
| 7D | +18.4% | -0.5% | +18.9% | +19.8% |
| 30D | +13.8% | -1.3% | +15.1% | +17.4% |
| 3M | -12.7% | +5.2% | -17.9% | -20.0% |
| 6M | +50.1% | +9.4% | +40.8% | +30.8% |
| YTD | +74.2% | +12.7% | +61.5% | +45.8% |
| 1Y | +45.1% | +19.3% | +25.8% | +9.3% |
| 3Y | +101.6% | +66.3% | +35.2% | -17.3% |
| 5Y | -29.6% | +53.4% | -83.0% | -62.0% |
| 10Y | +528.1% | +144.4% | +383.7% | +132.2% |
| All | +816.6% | +154.1% | +662.5% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling