+485.8%
RIOT vs EFX
+42.6%
+443.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -1.5% | -4.5% | +3.0% | +1.1% |
| 30D | +5.7% | -6.1% | +11.7% | +8.6% |
| 3M | -17.9% | +6.2% | -24.1% | -24.7% |
| 6M | +45.0% | -11.2% | +56.2% | +47.0% |
| YTD | +69.5% | -21.4% | +90.9% | +81.8% |
| 1Y | +37.2% | -34.3% | +71.5% | +66.3% |
| 3Y | +111.7% | -12.5% | +124.3% | +101.4% |
| 5Y | -27.5% | -35.6% | +8.1% | -14.5% |
| All | +485.8% | +42.6% | +443.2% | +433.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling