+485.8%
RIOT vs EMR
+284.0%
+201.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | +5.7% | -6.8% | +12.4% | +12.6% |
| 3M | -17.9% | +7.5% | -25.3% | -23.0% |
| 6M | +45.0% | +9.9% | +35.1% | +35.2% |
| YTD | +69.5% | +16.0% | +53.5% | +51.9% |
| 1Y | +37.2% | +12.4% | +24.7% | +26.3% |
| 3Y | +111.7% | +60.2% | +51.5% | +51.6% |
| 5Y | -27.5% | +67.9% | -95.4% | -48.8% |
| All | +485.8% | +284.0% | +201.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling