-58.4%
RIOT vs EXEL
+281.2%
-339.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +4.8% | -0.8% | +5.7% | +5.3% |
| 30D | +16.0% | +13.1% | +2.9% | +9.8% |
| 3M | -8.8% | +36.3% | -45.1% | -21.1% |
| 6M | -29.7% | +34.5% | -64.2% | -39.1% |
| YTD | +38.3% | +57.4% | -19.1% | +11.2% |
| 1Y | +26.2% | +62.9% | -36.7% | -0.1% |
| 3Y | +79.0% | +229.5% | -150.6% | -15.5% |
| All | -58.4% | +281.2% | -339.6% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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