-29.3%
RIOT vs EL
-69.5%
+40.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -3.7% |
| 7D | -0.9% | -4.4% | +3.5% | +1.8% |
| 30D | +3.5% | +10.3% | -6.8% | -3.7% |
| 3M | -13.0% | +13.4% | -26.4% | -21.1% |
| 6M | +43.1% | +3.1% | +40.0% | +35.1% |
| YTD | +65.4% | -6.9% | +72.3% | +64.9% |
| 1Y | +27.7% | +11.9% | +15.8% | +12.4% |
| 3Y | +91.3% | -33.8% | +125.1% | +122.8% |
| 5Y | -29.3% | -69.0% | +39.7% | +112.0% |
| All | -29.3% | -69.5% | +40.2% | +112.0% |
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