+770.1%
RIOT vs EFV
+176.9%
+593.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.6% |
| 7D | -0.9% | -2.0% | +1.1% | +2.6% |
| 30D | +3.5% | -0.2% | +3.7% | +4.0% |
| 3M | -13.0% | +9.1% | -22.1% | -24.5% |
| 6M | +43.1% | +11.7% | +31.4% | +21.9% |
| YTD | +65.4% | +17.0% | +48.3% | +32.1% |
| 1Y | +27.7% | +26.7% | +1.0% | -10.7% |
| 3Y | +91.3% | +90.2% | +1.2% | -30.4% |
| 5Y | -29.3% | +96.1% | -125.4% | -73.4% |
| 10Y | +496.3% | +164.5% | +331.7% | +89.5% |
| All | +770.1% | +176.9% | +593.2% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling