+79.0%
RIOT vs EXE
+21.0%
+58.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | +4.8% | +5.3% | -0.5% | +3.4% |
| 30D | +16.0% | -2.2% | +18.2% | +16.5% |
| 3M | -8.8% | -5.9% | -2.9% | -7.8% |
| 6M | -29.7% | -5.7% | -24.0% | -29.5% |
| YTD | +38.3% | -17.8% | +56.1% | +44.7% |
| 1Y | +26.2% | -23.1% | +49.4% | +37.9% |
| 3Y | +79.0% | +21.2% | +57.8% | +57.6% |
| All | +79.0% | +21.0% | +58.0% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling