+824.5%
RIOT vs ETR
+307.6%
+516.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +25.1% | +1.4% | +23.7% | +24.6% |
| 30D | +8.5% | +1.9% | +6.6% | +7.9% |
| 3M | -13.4% | +1.0% | -14.3% | -13.4% |
| 6M | +57.1% | +4.8% | +52.3% | +53.9% |
| YTD | +75.7% | +19.5% | +56.1% | +64.6% |
| 1Y | +65.6% | +28.1% | +37.5% | +52.6% |
| 3Y | +103.3% | +151.1% | -47.9% | +52.0% |
| 5Y | -26.7% | +125.2% | -151.9% | -43.9% |
| 10Y | +527.2% | +291.1% | +236.0% | +366.1% |
| All | +824.5% | +307.6% | +516.9% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling