+106.6%
RIOT vs RJF
+69.1%
+37.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -3.9% |
| 7D | -0.9% | -4.2% | +3.3% | +3.6% |
| 30D | +3.5% | -3.6% | +7.1% | +7.0% |
| 3M | -13.0% | +15.6% | -28.6% | -27.7% |
| 6M | +43.1% | +17.6% | +25.5% | +15.3% |
| YTD | +65.4% | +9.2% | +56.1% | +45.1% |
| 1Y | +27.7% | +5.5% | +22.2% | +16.3% |
| All | +106.6% | +69.1% | +37.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling