+37.2%
RIOT vs EL
+12.6%
+24.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -1.5% | -6.5% | +5.0% | +1.4% |
| 30D | +5.7% | +11.1% | -5.5% | +0.1% |
| 3M | -17.9% | +10.7% | -28.6% | -22.2% |
| 6M | +45.0% | +6.9% | +38.1% | +36.8% |
| YTD | +69.5% | -6.3% | +75.7% | +69.8% |
| 1Y | +37.2% | +13.5% | +23.7% | +21.1% |
| All | +37.2% | +12.6% | +24.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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