+57.4%
JNJ vs RIOT
+63.2%
-5.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.1% |
| 7D | +2.7% | +14.8% | -12.1% | +3.1% |
| 30D | +7.4% | +1.4% | +6.0% | +7.5% |
| 3M | +21.2% | -20.6% | +41.9% | +21.5% |
| 6M | +13.4% | +31.9% | -18.5% | +14.0% |
| YTD | +35.1% | +72.1% | -36.9% | +37.0% |
| 1Y | +57.4% | +65.7% | -8.2% | +62.7% |
| All | +57.4% | +63.2% | -5.8% | +62.7% |
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 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