+805.4%
RIOT vs EW
+203.6%
+601.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +14.8% | -0.3% | +15.1% | +14.9% |
| 30D | +1.4% | +1.0% | +0.4% | +0.4% |
| 3M | -20.6% | +2.8% | -23.4% | -22.8% |
| 6M | +31.9% | +5.5% | +26.4% | +26.4% |
| YTD | +72.1% | +5.5% | +66.6% | +64.3% |
| 1Y | +65.7% | +11.0% | +54.6% | +52.0% |
| 3Y | +97.5% | +17.7% | +79.8% | +61.3% |
| 5Y | -36.7% | -25.7% | -10.9% | -28.2% |
| 10Y | +550.1% | +132.8% | +417.3% | +430.9% |
| All | +805.4% | +203.6% | +601.8% | +674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling