+485.8%
RIOT vs JCI
+348.5%
+137.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +0.3% |
| 7D | -1.5% | +0.7% | -2.3% | -2.1% |
| 30D | +5.7% | -4.4% | +10.1% | +10.4% |
| 3M | -17.9% | +1.7% | -19.5% | -19.4% |
| 6M | +45.0% | +8.8% | +36.2% | +33.6% |
| YTD | +69.5% | +22.6% | +46.8% | +38.4% |
| 1Y | +37.2% | +36.2% | +1.0% | +0.8% |
| 3Y | +111.7% | +168.0% | -56.3% | -14.4% |
| 5Y | -27.5% | +113.5% | -141.0% | -64.2% |
| All | +485.8% | +348.5% | +137.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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