-28.5%
RIOT vs TE
-48.4%
+19.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.7% | +1.6% | -2.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | +3.5% | -16.3% | +19.8% | +9.3% |
| 3M | -13.0% | -40.8% | +27.8% | +1.3% |
| 6M | +43.1% | -42.6% | +85.7% | +55.6% |
| YTD | +65.4% | -31.4% | +96.8% | +66.5% |
| 1Y | +27.7% | +144.9% | -117.2% | -28.3% |
| 3Y | +91.3% | -26.0% | +117.3% | +36.0% |
| All | -28.5% | -48.4% | +19.9% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling