+37.2%
RIOT vs JEPI
+7.8%
+29.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | 0.0% |
| 7D | -1.5% | -1.0% | -0.5% | +2.0% |
| 30D | +5.7% | -1.4% | +7.1% | +10.9% |
| 3M | -17.9% | +3.5% | -21.4% | -28.6% |
| 6M | +45.0% | +1.9% | +43.0% | +36.1% |
| YTD | +69.5% | +4.4% | +65.0% | +48.6% |
| 1Y | +37.2% | +7.2% | +30.0% | +12.9% |
| All | +37.2% | +7.8% | +29.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling