+590.9%
JPM vs RIOT
+527.0%
+63.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.6% |
| 30D | -2.5% | +5.7% | -8.1% | -2.9% |
| 3M | +14.1% | -17.9% | +32.0% | +14.7% |
| 6M | +25.1% | +45.0% | -19.9% | +21.3% |
| YTD | +12.1% | +69.5% | -57.3% | +7.3% |
| 1Y | +18.8% | +37.2% | -18.4% | +14.4% |
| 3Y | +163.4% | +111.7% | +51.7% | +139.6% |
| 5Y | +156.5% | -27.5% | +184.1% | +133.4% |
| All | +590.9% | +527.0% | +63.9% | +396.8% |
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