+594.0%
RIOT vs ES
+73.9%
+520.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.9% | +16.1% | +13.7% |
| 7D | +30.4% | +1.9% | +28.6% | +29.8% |
| 30D | -9.9% | +7.1% | -16.9% | -11.4% |
| 3M | -21.2% | -1.9% | -19.3% | -21.1% |
| 6M | -29.5% | +4.4% | -33.8% | -30.6% |
| YTD | +31.9% | +7.3% | +24.6% | +29.0% |
| 1Y | -3.6% | +2.1% | -5.8% | -4.9% |
| 3Y | +51.8% | +41.8% | +9.9% | +39.0% |
| 5Y | -46.9% | +1.4% | -48.4% | -48.8% |
| 10Y | +677.5% | +86.8% | +590.7% | +810.3% |
| All | +594.0% | +73.9% | +520.1% | +644.3% |
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