+65.7%
RIOT vs ESTC
+7.3%
+58.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.1% |
| 7D | +14.8% | -8.1% | +22.9% | +14.5% |
| 30D | +1.4% | +31.7% | -30.3% | +0.3% |
| 3M | -20.6% | +41.1% | -61.7% | -21.8% |
| 6M | +31.9% | +77.1% | -45.2% | +24.4% |
| YTD | +72.1% | +21.7% | +50.4% | +70.0% |
| 1Y | +65.7% | +8.4% | +57.3% | +70.9% |
| All | +65.7% | +7.3% | +58.4% | +70.9% |
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