+805.4%
RIOT vs EMB
+41.7%
+763.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +14.8% | 0.0% | +14.8% | +15.0% |
| 30D | +1.4% | -0.3% | +1.7% | +2.2% |
| 3M | -20.6% | -0.4% | -20.2% | -19.2% |
| 6M | +31.9% | +0.1% | +31.8% | +35.2% |
| YTD | +72.1% | +1.6% | +70.5% | +70.3% |
| 1Y | +65.7% | +5.6% | +60.0% | +50.2% |
| 3Y | +97.5% | +29.8% | +67.6% | +16.2% |
| 5Y | -36.7% | +7.3% | -44.0% | -41.4% |
| 10Y | +550.1% | +30.4% | +519.7% | +432.0% |
| All | +805.4% | +41.7% | +763.7% | +530.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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