+111.7%
RIOT vs EME
+252.2%
-140.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | -1.4% |
| 7D | -1.5% | +3.5% | -5.0% | -4.6% |
| 30D | +5.7% | -6.3% | +12.0% | +11.8% |
| 3M | -17.9% | -3.8% | -14.1% | -15.1% |
| 6M | +45.0% | +8.5% | +36.5% | +37.7% |
| YTD | +69.5% | +27.8% | +41.6% | +41.7% |
| 1Y | +37.2% | +22.2% | +15.0% | +16.8% |
| 3Y | +111.7% | +253.5% | -141.7% | +28.1% |
| All | +111.7% | +252.2% | -140.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling