+805.4%
RIOT vs ESI
+345.7%
+459.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +0.9% |
| 7D | +14.8% | +3.3% | +11.5% | +12.2% |
| 30D | +1.4% | -5.9% | +7.3% | +6.5% |
| 3M | -20.6% | -14.1% | -6.6% | -10.8% |
| 6M | +31.9% | +6.6% | +25.3% | +25.4% |
| YTD | +72.1% | +45.0% | +27.0% | +30.5% |
| 1Y | +65.7% | +41.5% | +24.2% | +27.7% |
| 3Y | +97.5% | +78.8% | +18.7% | +31.0% |
| 5Y | -36.7% | +70.9% | -107.6% | -54.4% |
| 10Y | +550.1% | +317.1% | +233.1% | +191.3% |
| All | +805.4% | +345.7% | +459.7% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling