-26.7%
RIOT vs ET
+241.8%
-268.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.8% |
| 30D | +5.7% | +2.9% | +2.8% | +2.4% |
| 3M | -17.9% | +16.8% | -34.7% | -30.5% |
| 6M | +45.0% | +18.9% | +26.1% | +17.8% |
| YTD | +69.5% | +37.7% | +31.8% | +17.3% |
| 1Y | +37.2% | +32.4% | +4.7% | -1.1% |
| 3Y | +111.7% | +99.5% | +12.2% | +2.5% |
| All | -26.7% | +241.8% | -268.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling