+135.0%
GOOG vs RIOT
-33.0%
+168.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | -3.6% | +3.5% | -7.1% | -4.4% |
| 3M | -6.4% | -13.0% | +6.6% | -6.3% |
| 6M | +7.8% | +43.1% | -35.3% | +0.3% |
| YTD | +5.5% | +65.4% | -59.9% | -5.0% |
| 1Y | +38.3% | +27.7% | +10.5% | +27.4% |
| 3Y | +143.1% | +91.3% | +51.8% | +90.7% |
| 5Y | +135.0% | -29.3% | +164.3% | +79.8% |
| All | +135.0% | -33.0% | +168.0% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling