+86.7%
RIOT vs ESTC
+13.7%
+73.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +18.9% | -2.6% | +21.6% | +19.9% |
| 30D | +11.0% | -8.6% | +19.6% | +14.3% |
| 3M | -9.7% | +14.4% | -24.0% | -14.9% |
| 6M | -27.9% | +73.3% | -101.2% | -42.5% |
| YTD | +44.3% | +15.7% | +28.5% | +31.8% |
| 1Y | +13.3% | -7.6% | +20.8% | +13.0% |
| All | +86.7% | +13.7% | +73.0% | +68.7% |
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