+80.8%
RIOT vs ETHA
-30.2%
+111.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -0.9% | -2.4% | +1.5% | +0.7% |
| 30D | +3.5% | +30.9% | -27.4% | -14.2% |
| 3M | -13.0% | +51.1% | -64.1% | -35.4% |
| 6M | +43.1% | +20.5% | +22.6% | +23.6% |
| YTD | +65.4% | -17.3% | +82.6% | +83.8% |
| 1Y | +27.7% | -43.2% | +71.0% | +79.2% |
| All | +80.8% | -30.2% | +111.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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