+816.6%
RIOT vs EWJ
+160.5%
+656.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | +0.9% |
| 7D | +18.4% | +1.0% | +17.4% | +16.7% |
| 30D | +13.8% | +1.0% | +12.8% | +12.1% |
| 3M | -12.7% | +7.2% | -20.0% | -21.9% |
| 6M | +50.1% | +13.9% | +36.3% | +23.8% |
| YTD | +74.2% | +20.8% | +53.4% | +31.8% |
| 1Y | +45.1% | +26.4% | +18.7% | +1.9% |
| 3Y | +101.6% | +71.8% | +29.8% | -19.1% |
| 5Y | -29.6% | +49.9% | -79.5% | -61.2% |
| 10Y | +528.1% | +140.0% | +388.2% | +143.4% |
| All | +816.6% | +160.5% | +656.1% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling