+627.6%
RIOT vs EIX
+30.9%
+596.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +4.8% | +1.4% | +3.5% | +4.3% |
| 30D | +16.0% | +8.5% | +7.5% | +12.0% |
| 3M | -8.8% | -13.5% | +4.7% | -5.2% |
| 6M | -29.7% | -12.4% | -17.3% | -27.7% |
| YTD | +38.3% | +5.9% | +32.4% | +30.1% |
| 1Y | +26.2% | +7.6% | +18.6% | +17.8% |
| 3Y | +79.0% | +12.8% | +66.2% | +59.5% |
| 5Y | -60.4% | +19.2% | -79.6% | -65.3% |
| 10Y | +638.6% | +34.9% | +603.7% | +498.4% |
| All | +627.6% | +30.9% | +596.7% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling