+816.6%
RIOT vs EWZ
+138.6%
+678.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.1% |
| 7D | +18.4% | -0.1% | +18.5% | +18.5% |
| 30D | +13.8% | +8.2% | +5.6% | +7.5% |
| 3M | -12.7% | +13.3% | -26.1% | -19.5% |
| 6M | +50.1% | +3.6% | +46.5% | +48.2% |
| YTD | +74.2% | +21.0% | +53.2% | +55.9% |
| 1Y | +45.1% | +34.7% | +10.4% | +21.0% |
| 3Y | +101.6% | +48.3% | +53.3% | +59.5% |
| 5Y | -29.6% | +60.1% | -89.7% | -46.8% |
| 10Y | +528.1% | +92.6% | +435.6% | +374.0% |
| All | +816.6% | +138.6% | +678.0% | +529.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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