+111.7%
RIOT vs ETN
+86.8%
+25.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | -2.0% |
| 7D | -1.5% | +3.5% | -5.0% | -5.3% |
| 30D | +5.7% | -7.5% | +13.2% | +15.3% |
| 3M | -17.9% | +8.3% | -26.2% | -25.8% |
| 6M | +45.0% | +20.2% | +24.8% | +15.7% |
| YTD | +69.5% | +34.7% | +34.8% | +19.4% |
| 1Y | +37.2% | +19.4% | +17.7% | +12.4% |
| 3Y | +111.7% | +85.5% | +26.2% | +29.7% |
| All | +111.7% | +86.8% | +25.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling