+480.1%
RIOT vs ESTC
+25.9%
+454.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +4.8% | +2.4% | +2.4% | +3.4% |
| 30D | +16.0% | -4.2% | +20.3% | +18.9% |
| 3M | -8.8% | +2.5% | -11.3% | -13.0% |
| 6M | -29.7% | +81.5% | -111.2% | -53.7% |
| YTD | +38.3% | +16.8% | +21.4% | +12.9% |
| 1Y | +26.2% | -3.5% | +29.7% | +14.2% |
| 3Y | +79.0% | +17.7% | +61.2% | +21.8% |
| 5Y | -60.4% | -51.7% | -8.6% | -56.3% |
| All | +480.1% | +25.9% | +454.2% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling