+816.6%
RIOT vs EME
+1,517.8%
-701.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +1.0% |
| 7D | +18.4% | +2.7% | +15.7% | +16.1% |
| 30D | +13.8% | -6.8% | +20.6% | +19.9% |
| 3M | -12.7% | -8.8% | -3.9% | -5.8% |
| 6M | +50.1% | +5.0% | +45.1% | +48.0% |
| YTD | +74.2% | +23.5% | +50.7% | +53.6% |
| 1Y | +45.1% | +21.3% | +23.8% | +28.5% |
| 3Y | +101.6% | +241.1% | -139.5% | -12.9% |
| 5Y | -29.6% | +549.2% | -578.8% | -80.2% |
| 10Y | +528.1% | +1,306.4% | -778.3% | +36.6% |
| All | +816.6% | +1,517.8% | -701.2% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling