+502.2%
RIOT vs EXR
+148.1%
+354.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +0.4% |
| 7D | +18.4% | -3.1% | +21.5% | +20.3% |
| 30D | +13.8% | -7.5% | +21.3% | +18.1% |
| 3M | -12.7% | -7.5% | -5.2% | -10.4% |
| 6M | +50.1% | -5.2% | +55.3% | +52.7% |
| YTD | +74.2% | +6.5% | +67.7% | +66.9% |
| 1Y | +45.1% | -2.0% | +47.1% | +44.2% |
| 3Y | +101.6% | +21.5% | +80.0% | +72.8% |
| 5Y | -29.6% | -11.5% | -18.1% | -26.7% |
| All | +502.2% | +148.1% | +354.0% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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