+132.6%
JPM vs RIOT
-55.1%
+187.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | +1.6% | +20.8% | -19.2% | -0.1% |
| 30D | +3.4% | +7.0% | -3.5% | +2.3% |
| 3M | -5.7% | -12.3% | +6.6% | -5.5% |
| 6M | +13.5% | -27.3% | +40.8% | +14.7% |
| YTD | +8.4% | +40.7% | -32.3% | +1.5% |
| 1Y | +9.1% | +15.3% | -6.3% | +3.7% |
| 3Y | +149.5% | +72.1% | +77.4% | +113.6% |
| 5Y | +132.6% | -59.7% | +192.2% | +103.2% |
| All | +132.6% | -55.1% | +187.7% | +103.2% |
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