+996.3%
MSFT vs RIOT
+711.2%
+285.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.2% | -14.2% | -1.9% |
| 7D | +1.7% | +30.4% | -28.8% | -0.2% |
| 30D | +0.2% | -9.9% | +10.0% | +0.5% |
| 3M | +6.4% | -21.2% | +27.6% | +7.3% |
| 6M | +28.7% | -29.5% | +58.2% | +30.1% |
| YTD | +10.4% | +31.9% | -21.5% | +6.2% |
| 1Y | +7.6% | -3.6% | +11.3% | +5.4% |
| 3Y | +52.3% | +51.8% | +0.5% | +38.4% |
| 5Y | +64.5% | -46.9% | +111.5% | +49.2% |
| 10Y | +917.8% | +677.5% | +240.3% | +636.1% |
| All | +996.3% | +711.2% | +285.1% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling