+149.1%
GE vs RIOT
+958.3%
-809.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -1.6% | +14.8% | -16.4% | -2.5% |
| 30D | -11.6% | +1.4% | -13.0% | -11.8% |
| 3M | +3.0% | -20.6% | +23.7% | +3.8% |
| 6M | -0.5% | +31.9% | -32.4% | -3.2% |
| YTD | +9.7% | +72.1% | -62.3% | +4.6% |
| 1Y | +20.0% | +65.7% | -45.6% | +14.1% |
| 3Y | +275.8% | +97.5% | +178.4% | +239.5% |
| 5Y | +429.1% | -36.7% | +465.8% | +378.9% |
| 10Y | +151.2% | +550.1% | -399.0% | +74.6% |
| All | +149.1% | +958.3% | -809.2% | +71.5% |
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