+932.4%
MSFT vs RIOT
+958.3%
-25.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.2% |
| 7D | -2.7% | +14.8% | -17.5% | -3.6% |
| 30D | +2.7% | +1.4% | +1.3% | +2.4% |
| 3M | +17.0% | -20.6% | +37.6% | +17.9% |
| 6M | +23.8% | +31.9% | -8.1% | +20.2% |
| YTD | +4.0% | +72.1% | -68.1% | -1.3% |
| 1Y | -0.8% | +65.7% | -66.5% | -6.2% |
| 3Y | +55.6% | +97.5% | -41.9% | +39.2% |
| 5Y | +72.9% | -36.7% | +109.6% | +55.1% |
| 10Y | +875.8% | +550.1% | +325.7% | +599.3% |
| All | +932.4% | +958.3% | -25.8% | +657.7% |
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