+271.2%
NEE vs RIOT
+980.6%
-709.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +1.1% | +25.1% | -24.0% | +0.5% |
| 30D | -0.2% | +8.5% | -8.7% | -0.5% |
| 3M | +0.5% | -13.4% | +13.9% | +0.6% |
| 6M | -6.5% | +57.1% | -63.7% | -8.0% |
| YTD | +6.7% | +75.7% | -69.0% | +4.5% |
| 1Y | +23.6% | +65.6% | -42.0% | +21.0% |
| 3Y | +37.1% | +103.3% | -66.2% | +31.2% |
| 5Y | +10.9% | -26.7% | +37.7% | +5.5% |
| 10Y | +245.4% | +527.2% | -281.8% | +203.4% |
| All | +271.2% | +980.6% | -709.4% | +233.2% |
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