+465.0%
JPM vs RIOT
+732.5%
-267.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +3.2% |
| 30D | +3.3% | +16.0% | -12.8% | +2.1% |
| 3M | -4.2% | -8.8% | +4.6% | -4.3% |
| 6M | +16.4% | -29.7% | +46.1% | +17.4% |
| YTD | +9.5% | +38.3% | -28.8% | +5.5% |
| 1Y | +14.0% | +26.2% | -12.2% | +10.2% |
| 3Y | +153.1% | +79.0% | +74.1% | +131.8% |
| 5Y | +134.9% | -60.4% | +195.2% | +118.9% |
| All | +465.0% | +732.5% | -267.5% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling