-29.6%
RIOT vs EW
-29.9%
+0.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.4% |
| 7D | +18.4% | -5.1% | +23.5% | +22.8% |
| 30D | +13.8% | -6.4% | +20.1% | +18.9% |
| 3M | -12.7% | -1.6% | -11.2% | -13.2% |
| 6M | +50.1% | +2.3% | +47.9% | +45.2% |
| YTD | +74.2% | +1.1% | +73.1% | +69.5% |
| 1Y | +45.1% | +8.0% | +37.1% | +32.9% |
| 3Y | +101.6% | +16.3% | +85.2% | +47.4% |
| 5Y | -29.6% | -29.4% | -0.2% | -7.6% |
| All | -29.6% | -29.9% | +0.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling