+65.7%
RIOT vs GWRE
-25.4%
+91.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -19.9% | +23.1% | +0.3% |
| 7D | +14.8% | -21.1% | +35.9% | +11.2% |
| 30D | +1.4% | +1.3% | +0.1% | +2.3% |
| 3M | -20.6% | +7.4% | -28.1% | -18.9% |
| 6M | +31.9% | +5.6% | +26.3% | +36.4% |
| YTD | +72.1% | -19.2% | +91.3% | +75.7% |
| 1Y | +65.7% | -25.1% | +90.8% | +74.9% |
| All | +65.7% | -25.4% | +91.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling