+277.6%
NEE vs RIOT
+765.5%
-487.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.8% |
| 7D | -3.4% | +20.8% | -24.2% | -3.8% |
| 30D | +9.0% | +7.0% | +2.1% | +8.7% |
| 3M | +0.2% | -12.3% | +12.4% | +0.2% |
| 6M | -8.5% | -27.3% | +18.8% | -8.2% |
| YTD | +8.6% | +40.7% | -32.2% | +6.7% |
| 1Y | +2.2% | +15.3% | -13.2% | +0.8% |
| 3Y | +69.1% | +72.1% | -3.0% | +62.3% |
| 5Y | +13.0% | -59.7% | +72.7% | +8.6% |
| 10Y | +288.0% | +651.6% | -363.6% | +243.1% |
| All | +277.6% | +765.5% | -487.9% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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