-29.6%
RIOT vs EIX
+24.3%
-53.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.5% |
| 7D | +18.4% | +4.1% | +14.4% | +16.5% |
| 30D | +13.8% | -15.3% | +29.1% | +19.6% |
| 3M | -12.7% | -18.4% | +5.7% | -6.5% |
| 6M | +50.1% | -16.8% | +67.0% | +58.4% |
| YTD | +74.2% | -0.6% | +74.7% | +66.0% |
| 1Y | +45.1% | +10.7% | +34.4% | +29.1% |
| 3Y | +101.6% | -4.5% | +106.0% | +88.7% |
| 5Y | -29.6% | +24.0% | -53.6% | -42.3% |
| All | -29.6% | +24.3% | -53.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling