-29.3%
RIOT vs JCI
+105.2%
-134.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -3.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | +3.5% | -7.7% | +11.2% | +13.4% |
| 3M | -13.0% | +2.8% | -15.8% | -16.0% |
| 6M | +43.1% | +7.2% | +35.9% | +31.1% |
| YTD | +65.4% | +20.0% | +45.4% | +31.7% |
| 1Y | +27.7% | +33.3% | -5.5% | -10.9% |
| 3Y | +91.3% | +161.3% | -70.0% | -38.0% |
| 5Y | -29.3% | +108.8% | -138.0% | -73.0% |
| All | -29.3% | +105.2% | -134.5% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling