+770.1%
RIOT vs ET
+654.7%
+115.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.6% |
| 30D | +3.5% | +4.6% | -1.1% | +1.1% |
| 3M | -13.0% | +16.0% | -29.0% | -19.7% |
| 6M | +43.1% | +22.8% | +20.3% | +27.4% |
| YTD | +65.4% | +38.9% | +26.5% | +38.3% |
| 1Y | +27.7% | +34.1% | -6.3% | +8.8% |
| 3Y | +91.3% | +98.8% | -7.5% | +39.4% |
| 5Y | -29.3% | +246.8% | -276.1% | -58.1% |
| 10Y | +496.3% | +174.4% | +321.9% | +246.2% |
| All | +770.1% | +654.7% | +115.4% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling