+238.5%
JNJ vs RIOT
+958.3%
-719.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.2% |
| 7D | +2.7% | +14.8% | -12.1% | +2.5% |
| 30D | +7.4% | +1.4% | +6.0% | +7.3% |
| 3M | +21.2% | -20.6% | +41.9% | +21.4% |
| 6M | +13.4% | +31.9% | -18.5% | +12.7% |
| YTD | +35.1% | +72.1% | -36.9% | +33.7% |
| 1Y | +57.4% | +65.7% | -8.2% | +55.6% |
| 3Y | +86.8% | +97.5% | -10.7% | +81.9% |
| 5Y | +80.8% | -36.7% | +117.5% | +76.4% |
| 10Y | +202.7% | +550.1% | -347.4% | +161.7% |
| All | +238.5% | +958.3% | -719.8% | +191.4% |
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 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