-20.3%
RIOT vs ESTC
+1.6%
-21.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.5% | +9.7% |
| 7D | +6.4% | -15.9% | +22.2% | +7.4% |
| 30D | -20.4% | -5.5% | -14.9% | -19.9% |
| 3M | -28.7% | +26.2% | -54.9% | -29.1% |
| 6M | -17.7% | +77.0% | -94.7% | -22.7% |
| YTD | +21.3% | +18.9% | +2.4% | +19.8% |
| 1Y | -20.3% | +1.3% | -21.6% | -19.3% |
| All | -20.3% | +1.6% | -21.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling