+619.6%
RIOT vs EW
+254.3%
+365.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.6% |
| 7D | +4.8% | +4.9% | -0.1% | +1.5% |
| 30D | +16.0% | +23.9% | -7.9% | +0.5% |
| 3M | -8.8% | +15.8% | -24.6% | -17.8% |
| 6M | -29.7% | +31.7% | -61.3% | -42.6% |
| YTD | +38.3% | +25.7% | +12.6% | +16.4% |
| 1Y | +26.2% | +24.4% | +1.8% | +6.7% |
| 3Y | +79.0% | +65.9% | +13.1% | +9.3% |
| 5Y | -60.4% | -7.6% | -52.7% | -60.4% |
| All | +619.6% | +254.3% | +365.3% | +486.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling