+659.2%
RIOT vs ES
+75.7%
+583.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +11.0% | +6.7% | +4.3% | +9.2% |
| 3M | -9.7% | +0.3% | -10.0% | -10.0% |
| 6M | -27.9% | +7.4% | -35.3% | -29.4% |
| YTD | +44.3% | +8.4% | +35.9% | +40.9% |
| 1Y | +13.3% | +0.6% | +12.6% | +12.2% |
| 3Y | +76.4% | +50.6% | +25.8% | +59.9% |
| 5Y | -53.8% | +4.8% | -58.6% | -55.6% |
| 10Y | +670.6% | +93.1% | +577.5% | +794.7% |
| All | +659.2% | +75.7% | +583.5% | +712.7% |
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