+485.8%
RIOT vs EWJ
+144.4%
+341.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | -1.6% |
| 7D | -1.5% | +0.3% | -1.8% | -2.0% |
| 30D | +5.7% | +0.8% | +4.9% | +4.4% |
| 3M | -17.9% | +7.5% | -25.4% | -27.5% |
| 6M | +45.0% | +15.6% | +29.4% | +15.1% |
| YTD | +69.5% | +22.7% | +46.7% | +22.5% |
| 1Y | +37.2% | +26.4% | +10.8% | -5.6% |
| 3Y | +111.7% | +72.5% | +39.2% | -20.5% |
| 5Y | -27.5% | +52.4% | -80.0% | -62.7% |
| All | +485.8% | +144.4% | +341.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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