-58.4%
RIOT vs EL
-65.2%
+6.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.4% |
| 7D | +4.8% | +1.5% | +3.3% | +3.9% |
| 30D | +16.0% | +10.0% | +6.0% | +9.9% |
| 3M | -8.8% | +28.4% | -37.2% | -22.6% |
| 6M | -29.7% | +37.1% | -66.7% | -43.8% |
| YTD | +38.3% | +7.8% | +30.5% | +26.1% |
| 1Y | +26.2% | +26.0% | +0.2% | +3.6% |
| 3Y | +79.0% | +3.8% | +75.1% | +44.4% |
| All | -58.4% | -65.2% | +6.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling