+610.9%
RIOT vs ESTC
+19.1%
+591.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.5% | -9.2% | +7.7% | +3.6% |
| 30D | +5.7% | +8.1% | -2.4% | -2.9% |
| 3M | -17.9% | +38.5% | -56.3% | -36.0% |
| 6M | +45.0% | +57.8% | -12.8% | +1.5% |
| YTD | +69.5% | +10.5% | +58.9% | +43.0% |
| 1Y | +37.2% | -6.4% | +43.6% | +25.1% |
| 3Y | +111.7% | +4.7% | +107.1% | +53.2% |
| 5Y | -27.5% | -47.8% | +20.3% | -23.0% |
| All | +610.9% | +19.1% | +591.8% | +368.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling