-29.6%
RIOT vs ESI
+74.4%
-104.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.4% |
| 7D | +18.4% | +3.9% | +14.5% | +14.0% |
| 30D | +13.8% | -3.8% | +17.5% | +18.6% |
| 3M | -12.7% | -13.1% | +0.4% | -0.2% |
| 6M | +50.1% | +11.3% | +38.8% | +28.9% |
| YTD | +74.2% | +44.1% | +30.1% | +13.0% |
| 1Y | +45.1% | +40.3% | +4.8% | -3.7% |
| 3Y | +101.6% | +84.1% | +17.5% | -4.9% |
| 5Y | -29.6% | +75.8% | -105.4% | -64.1% |
| All | -29.6% | +74.4% | -104.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling