-26.7%
RIOT vs ENB
+61.6%
-88.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +3.4% |
| 7D | -1.5% | -4.7% | +3.1% | +3.0% |
| 30D | +5.7% | -5.9% | +11.5% | +11.4% |
| 3M | -17.9% | -14.2% | -3.6% | -5.8% |
| 6M | +45.0% | -8.6% | +53.6% | +54.4% |
| YTD | +69.5% | +3.9% | +65.6% | +56.9% |
| 1Y | +37.2% | +1.8% | +35.4% | +28.9% |
| 3Y | +111.7% | +68.5% | +43.2% | +6.7% |
| All | -26.7% | +61.6% | -88.3% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling