+251.4%
JNJ vs RIOT
+750.5%
-499.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +3.5% | +4.8% | -1.4% | +3.4% |
| 30D | +12.5% | +16.0% | -3.5% | +12.3% |
| 3M | +9.6% | -8.8% | +18.4% | +9.6% |
| 6M | +25.3% | -29.7% | +55.0% | +25.5% |
| YTD | +40.3% | +38.3% | +2.0% | +39.0% |
| 1Y | +49.6% | +26.2% | +23.4% | +48.4% |
| 3Y | +110.8% | +79.0% | +31.8% | +105.4% |
| 5Y | +99.1% | -60.4% | +159.5% | +95.7% |
| 10Y | +216.6% | +638.6% | -422.0% | +173.9% |
| All | +251.4% | +750.5% | -499.1% | +203.0% |
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 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