+63.7%
RIOT vs ES
+43.3%
+20.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.9% | +16.1% | +13.8% |
| 7D | +30.4% | +1.9% | +28.6% | +29.7% |
| 30D | -9.9% | +7.1% | -16.9% | -11.7% |
| 3M | -21.2% | -1.9% | -19.3% | -20.9% |
| 6M | -29.5% | +4.4% | -33.8% | -30.9% |
| YTD | +31.9% | +7.3% | +24.6% | +27.8% |
| 1Y | -3.6% | +2.1% | -5.8% | -5.5% |
| All | +63.7% | +43.3% | +20.3% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling