+84.2%
JNJ vs RIOT
-26.7%
+110.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -3.5% | -1.5% | -2.0% | -3.5% |
| 30D | +2.3% | +5.7% | -3.3% | +2.3% |
| 3M | +12.0% | -17.9% | +29.8% | +12.1% |
| 6M | +10.5% | +45.0% | -34.5% | +10.3% |
| YTD | +30.4% | +69.5% | -39.1% | +30.2% |
| 1Y | +52.1% | +37.2% | +14.9% | +51.9% |
| 3Y | +77.8% | +111.7% | -33.9% | +75.7% |
| All | +84.2% | -26.7% | +110.9% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling