+160.8%
IBM vs RIOT
+777.7%
-616.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -2.2% | +29.0% | -31.2% | -3.1% |
| 30D | +7.7% | +7.1% | +0.6% | +7.2% |
| 3M | +3.5% | -6.8% | +10.3% | +3.3% |
| 6M | +7.2% | -24.9% | +32.1% | +7.5% |
| YTD | -15.8% | +42.7% | -58.5% | -17.8% |
| 1Y | -19.3% | +4.4% | -23.7% | -20.5% |
| 3Y | +78.0% | +74.5% | +3.5% | +68.3% |
| 5Y | +143.0% | -50.5% | +193.5% | +131.2% |
| 10Y | +139.9% | +685.8% | -545.9% | +89.6% |
| All | +160.8% | +777.7% | -616.8% | +113.7% |
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