+816.6%
RIOT vs EWT
+571.7%
+244.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +18.4% | +2.1% | +16.3% | +14.9% |
| 30D | +13.8% | +9.4% | +4.4% | -0.6% |
| 3M | -12.7% | +10.9% | -23.6% | -25.6% |
| 6M | +50.1% | +57.9% | -7.8% | -23.8% |
| YTD | +74.2% | +75.9% | -1.7% | -23.7% |
| 1Y | +45.1% | +89.7% | -44.6% | -42.7% |
| 3Y | +101.6% | +200.9% | -99.3% | -60.6% |
| 5Y | -29.6% | +154.5% | -184.1% | -80.3% |
| 10Y | +528.1% | +520.8% | +7.3% | -5.1% |
| All | +816.6% | +571.7% | +244.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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