+791.7%
RIOT vs TEVA
-27.7%
+819.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.7% |
| 7D | -1.5% | +2.0% | -3.5% | -2.2% |
| 30D | +5.7% | +1.0% | +4.7% | +5.2% |
| 3M | -17.9% | +7.3% | -25.2% | -21.1% |
| 6M | +45.0% | +21.7% | +23.2% | +32.4% |
| YTD | +69.5% | +18.8% | +50.6% | +56.2% |
| 1Y | +37.2% | +86.5% | -49.3% | +5.1% |
| 3Y | +111.7% | +269.4% | -157.7% | +17.1% |
| 5Y | -27.5% | +303.6% | -331.1% | -61.7% |
| 10Y | +511.1% | -22.9% | +534.0% | +289.1% |
| All | +791.7% | -27.7% | +819.4% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling