+528.1%
RIOT vs ES
+83.1%
+445.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +18.4% | 0.0% | +18.4% | +18.5% |
| 30D | +13.8% | -1.0% | +14.8% | +14.0% |
| 3M | -12.7% | +1.5% | -14.2% | -13.2% |
| 6M | +50.1% | -3.5% | +53.6% | +50.8% |
| YTD | +74.2% | +7.0% | +67.2% | +70.8% |
| 1Y | +45.1% | +15.3% | +29.8% | +39.8% |
| 3Y | +101.6% | +30.2% | +71.4% | +86.4% |
| 5Y | -29.6% | -4.3% | -25.3% | -31.5% |
| 10Y | +528.1% | +87.5% | +440.7% | +574.9% |
| All | +528.1% | +83.1% | +445.0% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling