+152.5%
JPM vs RIOT
-29.1%
+181.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.4% | +18.4% | -18.9% | -2.0% |
| 30D | -1.4% | +13.8% | -15.2% | -2.8% |
| 3M | +13.9% | -12.7% | +26.7% | +14.2% |
| 6M | +23.5% | +50.1% | -26.6% | +16.9% |
| YTD | +11.6% | +74.2% | -62.5% | +3.4% |
| 1Y | +21.4% | +45.1% | -23.7% | +13.2% |
| 3Y | +163.4% | +101.6% | +61.9% | +123.6% |
| 5Y | +152.5% | -29.6% | +182.1% | +115.6% |
| All | +152.5% | -29.1% | +181.6% | +115.6% |
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