+824.5%
RIOT vs CCJ
+744.2%
+80.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.4% |
| 7D | +25.1% | +5.9% | +19.2% | +21.4% |
| 30D | +8.5% | +4.7% | +3.8% | +5.8% |
| 3M | -13.4% | -3.3% | -10.1% | -10.8% |
| 6M | +57.1% | -7.0% | +64.2% | +65.5% |
| YTD | +75.7% | +11.5% | +64.2% | +69.7% |
| 1Y | +65.6% | +32.3% | +33.4% | +40.9% |
| 3Y | +103.3% | +176.8% | -73.5% | +7.3% |
| 5Y | -26.7% | +351.8% | -378.5% | -70.3% |
| 10Y | +527.2% | +1,080.5% | -553.3% | +60.6% |
| All | +824.5% | +744.2% | +80.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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