+43.5%
BMY vs RIOT
+750.5%
-707.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | +2.1% | +4.8% | -2.8% | +2.0% |
| 30D | +7.0% | +16.0% | -9.0% | +6.6% |
| 3M | -0.9% | -8.8% | +7.9% | -0.9% |
| 6M | +14.9% | -29.7% | +44.6% | +15.3% |
| YTD | +22.8% | +38.3% | -15.5% | +20.9% |
| 1Y | +36.2% | +26.2% | +10.0% | +34.3% |
| 3Y | +45.7% | +79.0% | -33.3% | +40.0% |
| 5Y | +31.3% | -60.4% | +91.6% | +27.8% |
| 10Y | +60.6% | +638.6% | -578.0% | +34.9% |
| All | +43.5% | +750.5% | -707.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 all: compounded portfolio wealth divided by compounded RIOT 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…
all analysis · Full analysis span regression · 6 months rolling