-20.3%
RIOT vs EFX
-7.5%
-12.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +10.3% |
| 7D | +6.4% | +9.2% | -2.8% | +9.0% |
| 30D | -20.4% | +34.8% | -55.2% | -14.3% |
| 3M | -28.7% | +8.8% | -37.5% | -26.8% |
| 6M | -17.7% | +12.3% | -30.0% | -14.7% |
| YTD | +21.3% | -10.6% | +31.9% | +28.2% |
| 1Y | -20.3% | -6.7% | -13.5% | -15.8% |
| All | -20.3% | -7.5% | -12.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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