+117.7%
RIOT vs ESTC
+11.0%
+106.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +18.4% | -3.3% | +21.8% | +19.6% |
| 30D | +13.8% | +13.4% | +0.3% | +7.4% |
| 3M | -12.7% | +41.3% | -54.1% | -24.5% |
| 6M | +50.1% | +62.6% | -12.5% | +21.6% |
| YTD | +74.2% | +14.8% | +59.4% | +59.4% |
| 1Y | +45.1% | -5.1% | +50.2% | +41.8% |
| All | +117.7% | +11.0% | +106.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling