+627.6%
RIOT vs ENB
+127.1%
+500.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | +4.8% | +3.1% | +1.7% | +2.4% |
| 30D | +16.0% | +2.1% | +13.9% | +13.2% |
| 3M | -8.8% | -4.4% | -4.4% | -6.5% |
| 6M | -29.7% | -10.1% | -19.6% | -25.0% |
| YTD | +38.3% | +5.2% | +33.1% | +28.7% |
| 1Y | +26.2% | +4.2% | +22.0% | +18.0% |
| 3Y | +79.0% | +70.1% | +8.9% | +9.4% |
| 5Y | -60.4% | +59.4% | -119.7% | -73.5% |
| 10Y | +638.6% | +109.5% | +529.1% | +304.4% |
| All | +627.6% | +127.1% | +500.6% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling