-20.3%
RIOT vs ET
+24.7%
-45.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.5% | +13.1% | +8.0% |
| 7D | +6.4% | -6.0% | +12.4% | +4.0% |
| 30D | -20.4% | -6.1% | -14.4% | -22.1% |
| 3M | -28.7% | -2.7% | -26.0% | -29.3% |
| 6M | -17.7% | +0.2% | -18.0% | -17.7% |
| YTD | +21.3% | +24.3% | -3.0% | +8.0% |
| 1Y | -20.3% | +26.4% | -46.6% | -30.7% |
| All | -20.3% | +24.7% | -45.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling