+791.7%
RIOT vs GWRE
+157.3%
+634.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -1.5% | -13.2% | +11.7% | +7.4% |
| 30D | +5.7% | -18.6% | +24.2% | +15.0% |
| 3M | -17.9% | +18.9% | -36.8% | -37.2% |
| 6M | +45.0% | -11.0% | +55.9% | +28.2% |
| YTD | +69.5% | -29.9% | +99.3% | +76.2% |
| 1Y | +37.2% | -44.3% | +81.5% | +74.6% |
| 3Y | +111.7% | +51.7% | +60.1% | -8.4% |
| 5Y | -27.5% | +15.4% | -43.0% | -57.3% |
| 10Y | +511.1% | +129.4% | +381.6% | +184.7% |
| All | +791.7% | +157.3% | +634.3% | +371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling