+534.8%
RIOT vs JAAA
+29.3%
+505.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.5% | +0.4% | +3.1% | +2.9% |
| 3M | -13.0% | +1.2% | -14.2% | -14.5% |
| 6M | +43.1% | +2.7% | +40.4% | +37.7% |
| YTD | +65.4% | +3.2% | +62.2% | +58.6% |
| 1Y | +27.7% | +4.8% | +22.9% | +21.3% |
| 3Y | +91.3% | +19.0% | +72.4% | +101.3% |
| 5Y | -29.3% | +26.8% | -56.1% | -24.1% |
| All | +534.8% | +29.3% | +505.6% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling