+27.7%
RIOT vs EW
+8.2%
+19.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.3% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | +3.5% | -7.4% | +10.9% | +6.0% |
| 3M | -13.0% | +0.9% | -13.9% | -14.8% |
| 6M | +43.1% | +1.2% | +41.9% | +39.6% |
| YTD | +65.4% | +1.8% | +63.6% | +59.7% |
| 1Y | +27.7% | +10.8% | +16.9% | +15.7% |
| All | +27.7% | +8.2% | +19.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling