+37.6%
LLY vs RIOT
-25.4%
+63.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.2% | -14.0% | -0.1% |
| 7D | -4.5% | +30.4% | -34.9% | -2.9% |
| 30D | +13.9% | -9.9% | +23.8% | +13.7% |
| 3M | +13.8% | -21.2% | +35.0% | +13.2% |
| 6M | +37.6% | -29.5% | +67.1% | +39.4% |
| All | +37.6% | -25.4% | +63.0% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling