+110.8%
JNJ vs RIOT
+73.1%
+37.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +3.5% | +4.8% | -1.4% | +3.5% |
| 30D | +12.5% | +16.0% | -3.5% | +12.9% |
| 3M | +9.6% | -8.8% | +18.4% | +9.6% |
| 6M | +25.3% | -29.7% | +55.0% | +25.3% |
| YTD | +40.3% | +38.3% | +2.0% | +40.9% |
| 1Y | +49.6% | +26.2% | +23.4% | +50.2% |
| 3Y | +110.8% | +79.0% | +31.8% | +107.4% |
| All | +110.8% | +73.1% | +37.7% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling