+824.5%
RIOT vs EMR
+262.5%
+562.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +25.1% | +3.1% | +22.1% | +21.9% |
| 30D | +8.5% | -3.5% | +12.0% | +12.0% |
| 3M | -13.4% | +9.8% | -23.1% | -20.3% |
| 6M | +57.1% | +10.8% | +46.4% | +45.5% |
| YTD | +75.7% | +15.9% | +59.8% | +57.6% |
| 1Y | +65.6% | +16.4% | +49.2% | +47.7% |
| 3Y | +103.3% | +62.1% | +41.2% | +44.4% |
| 5Y | -26.7% | +62.9% | -89.7% | -47.2% |
| 10Y | +527.2% | +267.8% | +259.4% | +142.6% |
| All | +824.5% | +262.5% | +562.0% | +253.5% |
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