-20.3%
RIOT vs TE
-16.5%
-3.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.5% | +13.2% | +10.9% |
| 7D | +6.4% | +3.8% | +2.6% | +5.0% |
| 30D | -20.4% | -26.2% | +5.8% | -12.1% |
| 3M | -28.7% | -49.7% | +21.0% | -12.0% |
| 6M | -17.7% | -46.5% | +28.8% | -7.9% |
| YTD | +21.3% | -59.1% | +80.4% | +47.0% |
| 1Y | -20.3% | -25.8% | +5.6% | -22.9% |
| All | -20.3% | -16.5% | -3.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling