+117.7%
RIOT vs EW
+16.4%
+101.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +18.4% | -5.1% | +23.5% | +20.8% |
| 30D | +13.8% | -6.4% | +20.1% | +16.6% |
| 3M | -12.7% | -1.6% | -11.2% | -13.0% |
| 6M | +50.1% | +2.3% | +47.9% | +47.4% |
| YTD | +74.2% | +1.1% | +73.1% | +71.8% |
| 1Y | +45.1% | +8.0% | +37.1% | +38.5% |
| All | +117.7% | +16.4% | +101.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling