+51.2%
JNJ vs RIOT
-21.9%
+73.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.6% | -5.8% | +4.1% |
| 7D | +1.9% | +6.4% | -4.4% | +2.2% |
| 30D | +9.2% | -20.4% | +29.7% | +8.7% |
| 3M | +8.9% | -28.7% | +37.6% | +8.2% |
| 6M | +24.6% | -17.7% | +42.3% | +24.0% |
| YTD | +35.7% | +21.3% | +14.4% | +36.0% |
| 1Y | +51.2% | -20.3% | +71.5% | +50.4% |
| All | +51.2% | -21.9% | +73.1% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling