-20.3%
RIOT vs EFV
+25.8%
-46.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +1.7% |
| 7D | +6.4% | +2.9% | +3.5% | -1.2% |
| 30D | -20.4% | +3.6% | -24.0% | -27.3% |
| 3M | -28.7% | -0.1% | -28.6% | -28.5% |
| 6M | -17.7% | +9.6% | -27.3% | -34.3% |
| YTD | +21.3% | +17.0% | +4.3% | -11.2% |
| 1Y | -20.3% | +25.7% | -45.9% | -46.1% |
| All | -20.3% | +25.8% | -46.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling