+799.1%
RIOT vs JEPI
+92.4%
+706.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -3.5% |
| 7D | -0.9% | -2.0% | +1.1% | +5.6% |
| 30D | +3.5% | -2.0% | +5.5% | +10.1% |
| 3M | -13.0% | +3.8% | -16.8% | -22.8% |
| 6M | +43.1% | +0.8% | +42.3% | +40.3% |
| YTD | +65.4% | +3.7% | +61.6% | +50.5% |
| 1Y | +27.7% | +7.1% | +20.6% | +6.2% |
| 3Y | +91.3% | +29.4% | +61.9% | -2.1% |
| 5Y | -29.3% | +40.8% | -70.0% | -68.3% |
| All | +799.1% | +92.4% | +706.7% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling