+805.4%
RIOT vs ES
+74.9%
+730.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +14.8% | +0.3% | +14.5% | +14.7% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | -20.6% | +1.7% | -22.3% | -21.1% |
| 6M | +31.9% | -3.5% | +35.4% | +32.4% |
| YTD | +72.1% | +7.9% | +64.2% | +68.6% |
| 1Y | +65.7% | +17.2% | +48.5% | +59.7% |
| 3Y | +97.5% | +29.3% | +68.2% | +84.0% |
| 5Y | -36.7% | -5.7% | -30.9% | -38.3% |
| 10Y | +550.1% | +85.2% | +464.9% | +661.2% |
| All | +805.4% | +74.9% | +730.5% | +872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling