-29.6%
RIOT vs ESTC
-46.4%
+16.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | +18.4% | -3.3% | +21.8% | +20.6% |
| 30D | +13.8% | +13.4% | +0.3% | +1.7% |
| 3M | -12.7% | +41.3% | -54.1% | -33.0% |
| 6M | +50.1% | +62.6% | -12.5% | +2.7% |
| YTD | +74.2% | +14.8% | +59.4% | +44.1% |
| 1Y | +45.1% | -5.1% | +50.2% | +32.2% |
| 3Y | +101.6% | +11.2% | +90.4% | +33.8% |
| 5Y | -29.6% | -47.0% | +17.4% | -21.9% |
| All | -29.6% | -46.4% | +16.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling