+824.5%
RIOT vs RJF
+546.1%
+278.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +25.1% | +1.8% | +23.4% | +23.5% |
| 30D | +8.5% | 0.0% | +8.5% | +7.9% |
| 3M | -13.4% | +18.0% | -31.3% | -26.2% |
| 6M | +57.1% | +17.0% | +40.2% | +34.2% |
| YTD | +75.7% | +11.1% | +64.6% | +57.3% |
| 1Y | +65.6% | +8.0% | +57.7% | +51.9% |
| 3Y | +103.3% | +73.3% | +30.0% | +31.3% |
| 5Y | -26.7% | +107.4% | -134.2% | -56.0% |
| 10Y | +527.2% | +428.5% | +98.7% | +156.9% |
| All | +824.5% | +546.1% | +278.4% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling