+485.8%
RIOT vs RJF
+429.3%
+56.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | -2.7% | +1.2% | +0.9% |
| 30D | +5.7% | -4.3% | +9.9% | +9.4% |
| 3M | -17.9% | +15.7% | -33.6% | -29.3% |
| 6M | +45.0% | +17.8% | +27.2% | +22.1% |
| YTD | +69.5% | +9.2% | +60.3% | +53.2% |
| 1Y | +37.2% | +2.8% | +34.4% | +31.1% |
| 3Y | +111.7% | +69.5% | +42.3% | +36.0% |
| 5Y | -27.5% | +105.9% | -133.5% | -57.6% |
| All | +485.8% | +429.3% | +56.5% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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