+770.1%
RIOT vs JBLU
-79.4%
+849.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | -0.9% | -4.8% | +3.9% | +1.1% |
| 30D | +3.5% | -24.4% | +27.9% | +16.0% |
| 3M | -13.0% | -4.8% | -8.2% | -12.8% |
| 6M | +43.1% | -0.5% | +43.6% | +39.2% |
| YTD | +65.4% | -3.5% | +68.9% | +59.6% |
| 1Y | +27.7% | -13.6% | +41.3% | +28.9% |
| 3Y | +91.3% | -15.3% | +106.6% | +60.6% |
| 5Y | -29.3% | -70.1% | +40.8% | -4.5% |
| 10Y | +496.3% | -72.9% | +569.2% | +650.3% |
| All | +770.1% | -79.4% | +849.5% | +959.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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