+161.3%
IBM vs RIOT
+711.2%
-549.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.2% | -14.1% | -1.3% |
| 7D | -5.0% | +30.4% | -35.4% | -5.9% |
| 30D | +11.1% | -9.9% | +21.0% | +11.3% |
| 3M | +5.7% | -21.2% | +26.9% | +6.2% |
| 6M | +10.1% | -29.5% | +39.6% | +10.6% |
| YTD | -15.6% | +31.9% | -47.5% | -17.4% |
| 1Y | -19.5% | -3.6% | -15.9% | -20.5% |
| 3Y | +80.4% | +51.8% | +28.6% | +71.3% |
| 5Y | +140.0% | -46.9% | +186.9% | +127.7% |
| 10Y | +155.0% | +677.5% | -522.5% | +101.8% |
| All | +161.3% | +711.2% | -549.8% | +114.7% |
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