+138.2%
IBM vs RIOT
-50.8%
+189.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.2% | -14.1% | -1.4% |
| 7D | -5.0% | +30.4% | -35.4% | -6.1% |
| 30D | +11.1% | -9.9% | +21.0% | +11.3% |
| 3M | +5.7% | -21.2% | +26.9% | +6.3% |
| 6M | +10.1% | -29.5% | +39.6% | +10.8% |
| YTD | -15.6% | +31.9% | -47.5% | -18.0% |
| 1Y | -19.5% | -3.6% | -15.9% | -20.9% |
| 3Y | +80.4% | +51.8% | +28.6% | +68.6% |
| All | +138.2% | -50.8% | +189.0% | +116.2% |
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