-26.7%
RIOT vs JBL
+409.3%
-436.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.6% | -2.0% |
| 7D | -1.5% | +2.4% | -3.9% | -3.6% |
| 30D | +5.7% | -13.1% | +18.8% | +19.5% |
| 3M | -17.9% | -15.6% | -2.3% | -4.5% |
| 6M | +45.0% | +24.6% | +20.4% | +21.2% |
| YTD | +69.5% | +39.6% | +29.9% | +28.2% |
| 1Y | +37.2% | +48.6% | -11.4% | -2.9% |
| 3Y | +111.7% | +197.3% | -85.5% | -30.8% |
| All | -26.7% | +409.3% | -436.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling