+111.7%
RIOT vs JAAA
+19.0%
+92.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +1.9% |
| 7D | -1.5% | +0.1% | -1.6% | -2.0% |
| 30D | +5.7% | +0.5% | +5.1% | +1.8% |
| 3M | -17.9% | +1.3% | -19.1% | -25.0% |
| 6M | +45.0% | +2.8% | +42.2% | +19.2% |
| YTD | +69.5% | +3.3% | +66.2% | +36.8% |
| 1Y | +37.2% | +4.9% | +32.3% | +2.6% |
| 3Y | +111.7% | +19.0% | +92.8% | +39.2% |
| All | +111.7% | +19.0% | +92.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling