+824.5%
RIOT vs EFX
+66.4%
+758.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.9% |
| 7D | +25.1% | -7.8% | +33.0% | +30.9% |
| 30D | +8.5% | -5.7% | +14.2% | +11.3% |
| 3M | -13.4% | +2.5% | -15.9% | -18.9% |
| 6M | +57.1% | -16.7% | +73.8% | +66.2% |
| YTD | +75.7% | -20.2% | +95.9% | +86.8% |
| 1Y | +65.6% | -31.4% | +97.0% | +93.8% |
| 3Y | +103.3% | -10.5% | +113.8% | +90.5% |
| 5Y | -26.7% | -35.2% | +8.5% | -13.8% |
| 10Y | +527.2% | +40.2% | +487.0% | +431.9% |
| All | +824.5% | +66.4% | +758.1% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling