-26.7%
RIOT vs EOG
+169.9%
-196.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -1.5% | +1.5% | -3.0% | -2.1% |
| 30D | +5.7% | +2.9% | +2.7% | +4.2% |
| 3M | -17.9% | +8.7% | -26.6% | -22.0% |
| 6M | +45.0% | +12.9% | +32.1% | +31.7% |
| YTD | +69.5% | +43.8% | +25.6% | +34.4% |
| 1Y | +37.2% | +27.1% | +10.1% | +16.1% |
| 3Y | +111.7% | +25.9% | +85.8% | +79.0% |
| All | -26.7% | +169.9% | -196.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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