+770.1%
RIOT vs ETN
+718.2%
+51.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -3.7% |
| 7D | -0.9% | +3.0% | -3.9% | -3.5% |
| 30D | +3.5% | -10.9% | +14.4% | +15.1% |
| 3M | -13.0% | +9.2% | -22.2% | -19.7% |
| 6M | +43.1% | +13.9% | +29.2% | +27.6% |
| YTD | +65.4% | +29.5% | +35.8% | +32.6% |
| 1Y | +27.7% | +14.2% | +13.5% | +16.0% |
| 3Y | +91.3% | +79.9% | +11.4% | +24.3% |
| 5Y | -29.3% | +175.7% | -204.9% | -66.4% |
| 10Y | +496.3% | +693.2% | -197.0% | +40.8% |
| All | +770.1% | +718.2% | +51.9% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling