-41.3%
RIOT vs EXE
+182.2%
-223.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.3% |
| 7D | -1.5% | -3.1% | +1.6% | -0.2% |
| 30D | +5.7% | -0.9% | +6.6% | +5.8% |
| 3M | -17.9% | +9.6% | -27.4% | -21.8% |
| 6M | +45.0% | -11.6% | +56.6% | +50.4% |
| YTD | +69.5% | -12.6% | +82.0% | +73.9% |
| 1Y | +37.2% | +1.2% | +36.0% | +30.6% |
| 3Y | +111.7% | +18.0% | +93.7% | +86.0% |
| 5Y | -27.5% | +101.1% | -128.6% | -51.7% |
| All | -41.3% | +182.2% | -223.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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