+627.6%
RIOT vs EMR
+297.8%
+329.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +4.8% | +2.8% | +2.0% | +2.2% |
| 30D | +16.0% | +3.7% | +12.4% | +12.7% |
| 3M | -8.8% | +2.0% | -10.8% | -10.1% |
| 6M | -29.7% | +22.1% | -51.8% | -40.8% |
| YTD | +38.3% | +27.2% | +11.0% | +14.5% |
| 1Y | +26.2% | +32.0% | -5.8% | +1.2% |
| 3Y | +79.0% | +103.3% | -24.3% | +5.9% |
| 5Y | -60.4% | +88.2% | -148.6% | -74.5% |
| 10Y | +638.6% | +280.4% | +358.1% | +178.1% |
| All | +627.6% | +297.8% | +329.8% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling