+685.8%
RIOT vs ES
+87.3%
+598.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +29.0% | +0.9% | +28.1% | +28.6% |
| 30D | +7.1% | +5.9% | +1.2% | +5.5% |
| 3M | -6.8% | -1.0% | -5.8% | -6.9% |
| 6M | -24.9% | +7.2% | -32.1% | -26.5% |
| YTD | +42.7% | +7.0% | +35.7% | +39.7% |
| 1Y | +4.4% | +0.5% | +3.9% | +3.4% |
| 3Y | +74.5% | +48.7% | +25.9% | +58.6% |
| 5Y | -50.5% | +1.9% | -52.4% | -52.2% |
| 10Y | +685.8% | +89.2% | +596.7% | +1,237.6% |
| All | +685.8% | +87.3% | +598.5% | +1,237.6% |
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