-58.4%
RIOT vs EXE
+76.7%
-135.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | +4.8% | +5.3% | -0.5% | +2.9% |
| 30D | +16.0% | -2.2% | +18.2% | +16.6% |
| 3M | -8.8% | -5.9% | -2.9% | -7.5% |
| 6M | -29.7% | -5.7% | -24.0% | -29.4% |
| YTD | +38.3% | -17.8% | +56.1% | +44.4% |
| 1Y | +26.2% | -23.1% | +49.4% | +36.2% |
| 3Y | +79.0% | +21.2% | +57.8% | +54.5% |
| All | -58.4% | +76.7% | -135.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling