+808.9%
GOOG vs RIOT
+980.6%
-171.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +1.1% | +25.1% | -24.1% | -0.5% |
| 30D | -5.1% | +8.5% | -13.5% | -5.8% |
| 3M | -7.1% | -13.4% | +6.3% | -6.9% |
| 6M | +12.7% | +57.1% | -44.5% | +7.9% |
| YTD | +7.1% | +75.7% | -68.6% | +1.1% |
| 1Y | +43.6% | +65.6% | -22.0% | +35.3% |
| 3Y | +146.8% | +103.3% | +43.5% | +119.7% |
| 5Y | +133.7% | -26.7% | +160.4% | +106.9% |
| 10Y | +773.3% | +527.2% | +246.2% | +544.4% |
| All | +808.9% | +980.6% | -171.6% | +594.7% |
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