-26.7%
RIOT vs EWJ
+50.5%
-77.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | -1.8% |
| 7D | -1.5% | +0.3% | -1.8% | -2.1% |
| 30D | +5.7% | +0.8% | +4.9% | +4.4% |
| 3M | -17.9% | +7.5% | -25.4% | -28.0% |
| 6M | +45.0% | +15.6% | +29.4% | +13.7% |
| YTD | +69.5% | +22.7% | +46.7% | +20.7% |
| 1Y | +37.2% | +26.4% | +10.8% | -7.2% |
| 3Y | +111.7% | +72.5% | +39.2% | -27.6% |
| All | -26.7% | +50.5% | -77.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling