+805.4%
RIOT vs EL
+26.2%
+779.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.3% |
| 7D | +14.8% | +0.8% | +14.0% | +14.3% |
| 30D | +1.4% | +19.8% | -18.4% | -10.3% |
| 3M | -20.6% | +25.7% | -46.3% | -32.3% |
| 6M | +31.9% | +5.4% | +26.4% | +23.3% |
| YTD | +72.1% | +0.2% | +71.8% | +64.1% |
| 1Y | +65.7% | +20.4% | +45.2% | +40.0% |
| 3Y | +97.5% | -32.1% | +129.6% | +118.8% |
| 5Y | -36.7% | -67.2% | +30.5% | +25.4% |
| 10Y | +550.1% | +31.7% | +518.4% | +759.7% |
| All | +805.4% | +26.2% | +779.2% | +1,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling