+485.8%
RIOT vs JBL
+1,558.3%
-1,072.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.6% | -1.6% |
| 7D | -1.5% | +2.4% | -3.9% | -3.4% |
| 30D | +5.7% | -13.1% | +18.8% | +18.3% |
| 3M | -17.9% | -15.6% | -2.3% | -5.4% |
| 6M | +45.0% | +24.6% | +20.4% | +23.7% |
| YTD | +69.5% | +39.6% | +29.9% | +32.0% |
| 1Y | +37.2% | +48.6% | -11.4% | +0.7% |
| 3Y | +111.7% | +197.3% | -85.5% | -17.7% |
| 5Y | -27.5% | +413.0% | -440.5% | -81.3% |
| All | +485.8% | +1,558.3% | -1,072.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling