+139.0%
BSX vs RIOT
+971.4%
-832.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -7.0% | +18.4% | -25.5% | -7.6% |
| 30D | -10.9% | +13.8% | -24.7% | -11.4% |
| 3M | -8.2% | -12.7% | +4.6% | -8.1% |
| 6M | -37.5% | +50.1% | -87.6% | -38.8% |
| YTD | -52.8% | +74.2% | -127.0% | -54.3% |
| 1Y | -58.4% | +45.1% | -103.5% | -59.6% |
| 3Y | -16.5% | +101.6% | -118.1% | -22.0% |
| 5Y | -1.0% | -29.6% | +28.6% | -7.9% |
| 10Y | +91.2% | +528.1% | -436.9% | +50.5% |
| All | +139.0% | +971.4% | -832.3% | +95.8% |
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