+112.0%
IBM vs RIOT
-30.6%
+142.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.3% | +25.1% | -24.8% | -0.7% |
| 30D | -1.5% | +8.5% | -10.0% | -2.0% |
| 3M | -16.8% | -13.4% | -3.4% | -16.6% |
| 6M | -9.0% | +57.1% | -66.2% | -11.8% |
| YTD | -20.1% | +75.7% | -95.7% | -23.1% |
| 1Y | -7.0% | +65.6% | -72.6% | -10.8% |
| 3Y | +72.4% | +103.3% | -30.9% | +58.9% |
| 5Y | +112.0% | -26.7% | +138.7% | +92.7% |
| All | +112.0% | -30.6% | +142.6% | +92.7% |
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 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