+150.1%
GE vs RIOT
+777.7%
-627.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +5.4% | +29.0% | -23.6% | +3.6% |
| 30D | +9.6% | +7.1% | +2.6% | +8.8% |
| 3M | -7.7% | -6.8% | -0.9% | -7.9% |
| 6M | +14.0% | -24.9% | +38.9% | +14.8% |
| YTD | +10.2% | +42.7% | -32.5% | +5.8% |
| 1Y | +8.9% | +4.4% | +4.5% | +6.4% |
| 3Y | +273.7% | +74.5% | +199.1% | +239.9% |
| 5Y | +410.2% | -50.5% | +460.7% | +367.6% |
| 10Y | +157.4% | +685.8% | -528.4% | +79.8% |
| All | +150.1% | +777.7% | -627.6% | +73.5% |
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