-29.3%
RIOT vs EXE
+99.3%
-128.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.3% | -5.2% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | +3.5% | -0.8% | +4.3% | +3.6% |
| 3M | -13.0% | +10.0% | -23.0% | -17.1% |
| 6M | +43.1% | -6.3% | +49.4% | +44.6% |
| YTD | +65.4% | -10.7% | +76.0% | +68.3% |
| 1Y | +27.7% | +2.7% | +25.1% | +21.3% |
| 3Y | +91.3% | +19.1% | +72.2% | +68.6% |
| 5Y | -29.3% | +105.4% | -134.7% | -49.2% |
| All | -29.3% | +99.3% | -128.6% | -49.2% |
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