+659.2%
RIOT vs EXC
+160.5%
+498.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +18.9% | -1.4% | +20.3% | +19.4% |
| 30D | +11.0% | +8.3% | +2.7% | +7.0% |
| 3M | -9.7% | +2.6% | -12.3% | -11.1% |
| 6M | -27.9% | +5.2% | -33.0% | -30.4% |
| YTD | +44.3% | +7.5% | +36.7% | +36.6% |
| 1Y | +13.3% | +3.2% | +10.1% | +9.3% |
| 3Y | +76.4% | +29.5% | +46.9% | +48.3% |
| 5Y | -53.8% | +39.7% | -93.4% | -62.9% |
| 10Y | +670.6% | +200.1% | +470.5% | +349.1% |
| All | +659.2% | +160.5% | +498.7% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling