+144.8%
GE vs RIOT
+765.5%
-620.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.3% |
| 7D | +5.1% | +20.8% | -15.7% | +3.8% |
| 30D | +7.6% | +7.0% | +0.6% | +6.8% |
| 3M | -9.3% | -12.3% | +3.0% | -9.1% |
| 6M | +11.5% | -27.3% | +38.8% | +12.6% |
| YTD | +7.9% | +40.7% | -32.9% | +3.7% |
| 1Y | +7.6% | +15.3% | -7.7% | +4.6% |
| 3Y | +265.9% | +72.1% | +193.8% | +233.1% |
| 5Y | +405.9% | -59.7% | +465.6% | +368.1% |
| 10Y | +149.6% | +651.6% | -502.0% | +74.7% |
| All | +144.8% | +765.5% | -620.7% | +70.0% |
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