+862.0%
GLW vs RIOT
+958.3%
-96.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.4% |
| 7D | +3.8% | +14.8% | -11.0% | +2.5% |
| 30D | -1.3% | +1.4% | -2.7% | -1.6% |
| 3M | -21.8% | -20.6% | -1.2% | -20.5% |
| 6M | +6.9% | +31.9% | -25.0% | +4.7% |
| YTD | +77.2% | +72.1% | +5.1% | +69.8% |
| 1Y | +123.2% | +65.7% | +57.6% | +113.6% |
| 3Y | +400.0% | +97.5% | +302.5% | +354.5% |
| 5Y | +342.8% | -36.7% | +379.5% | +303.7% |
| 10Y | +771.4% | +550.1% | +221.2% | +525.5% |
| All | +862.0% | +958.3% | -96.3% | +597.8% |
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