-26.7%
RIOT vs TEVA
+300.5%
-327.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.6% |
| 7D | -1.5% | +2.0% | -3.5% | -2.3% |
| 30D | +5.7% | +1.0% | +4.7% | +5.1% |
| 3M | -17.9% | +7.3% | -25.2% | -21.6% |
| 6M | +45.0% | +21.7% | +23.2% | +29.7% |
| YTD | +69.5% | +18.8% | +50.6% | +53.3% |
| 1Y | +37.2% | +86.5% | -49.3% | -1.6% |
| 3Y | +111.7% | +269.4% | -157.7% | -9.0% |
| All | -26.7% | +300.5% | -327.3% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling