-26.7%
RIOT vs ETR
+122.3%
-149.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | +5.7% | -1.8% | +7.4% | +6.3% |
| 3M | -17.9% | -3.6% | -14.3% | -16.7% |
| 6M | +45.0% | +2.6% | +42.4% | +43.3% |
| YTD | +69.5% | +16.0% | +53.4% | +61.5% |
| 1Y | +37.2% | +20.1% | +17.1% | +30.5% |
| 3Y | +111.7% | +143.6% | -31.9% | +86.4% |
| All | -26.7% | +122.3% | -149.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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