-29.6%
RIOT vs EXC
+46.0%
-75.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +18.4% | +0.3% | +18.1% | +18.4% |
| 30D | +13.8% | -0.9% | +14.6% | +14.0% |
| 3M | -12.7% | -2.7% | -10.1% | -12.7% |
| 6M | +50.1% | -9.4% | +59.5% | +52.6% |
| YTD | +74.2% | +3.0% | +71.2% | +70.3% |
| 1Y | +45.1% | +5.1% | +40.0% | +41.6% |
| 3Y | +101.6% | +20.6% | +81.0% | +82.9% |
| 5Y | -29.6% | +45.7% | -75.3% | -37.5% |
| All | -29.6% | +46.0% | -75.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling