+471.6%
RIOT vs EXC
+159.4%
+312.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | +3.5% | -2.4% | +5.9% | +4.5% |
| 3M | -13.0% | -4.0% | -9.0% | -12.1% |
| 6M | +43.1% | -9.8% | +52.9% | +47.5% |
| YTD | +65.4% | +2.3% | +63.0% | +60.6% |
| 1Y | +27.7% | +3.8% | +23.9% | +23.4% |
| 3Y | +91.3% | +19.7% | +71.6% | +67.2% |
| 5Y | -29.3% | +45.6% | -74.9% | -44.8% |
| All | +471.6% | +159.4% | +312.2% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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