+824.5%
RIOT vs ENB
+137.1%
+687.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.5% |
| 7D | +25.1% | -0.5% | +25.6% | +25.6% |
| 30D | +8.5% | -0.2% | +8.7% | +8.4% |
| 3M | -13.4% | -7.5% | -5.8% | -8.4% |
| 6M | +57.1% | -4.1% | +61.3% | +60.3% |
| YTD | +75.7% | +9.8% | +65.9% | +59.4% |
| 1Y | +65.6% | +8.7% | +56.9% | +50.7% |
| 3Y | +103.3% | +79.0% | +24.3% | +20.5% |
| 5Y | -26.7% | +69.1% | -95.8% | -53.1% |
| 10Y | +527.2% | +96.5% | +430.7% | +250.8% |
| All | +824.5% | +137.1% | +687.4% | +393.6% |
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