+816.6%
RIOT vs JBL
+1,639.9%
-823.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.6% |
| 7D | +18.4% | +4.0% | +14.4% | +15.0% |
| 30D | +13.8% | -7.5% | +21.2% | +20.9% |
| 3M | -12.7% | -14.1% | +1.3% | -0.8% |
| 6M | +50.1% | +25.9% | +24.3% | +27.3% |
| YTD | +74.2% | +36.7% | +37.5% | +38.5% |
| 1Y | +45.1% | +49.0% | -3.9% | +6.9% |
| 3Y | +101.6% | +191.8% | -90.2% | -19.5% |
| 5Y | -29.6% | +409.8% | -439.4% | -81.4% |
| 10Y | +528.1% | +1,509.2% | -981.1% | -16.4% |
| All | +816.6% | +1,639.9% | -823.3% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling