-20.3%
RIOT vs ENB
+9.4%
-29.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +10.0% | +9.6% |
| 7D | +6.4% | +0.5% | +5.9% | +6.4% |
| 30D | -20.4% | +6.0% | -26.4% | -20.1% |
| 3M | -28.7% | -7.4% | -21.3% | -28.0% |
| 6M | -17.7% | -8.5% | -9.2% | -17.3% |
| YTD | +21.3% | +6.1% | +15.2% | +17.8% |
| 1Y | -20.3% | +9.4% | -29.7% | -22.0% |
| All | -20.3% | +9.4% | -29.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling