-74.7%
NKE vs RIOT
-26.7%
-48.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -4.2% | -1.5% | -2.7% | -4.0% |
| 30D | -8.2% | +5.7% | -13.9% | -9.0% |
| 3M | -19.1% | -17.9% | -1.2% | -18.6% |
| 6M | -32.6% | +45.0% | -77.6% | -36.3% |
| YTD | -40.7% | +69.5% | -110.2% | -45.4% |
| 1Y | -48.9% | +37.2% | -86.0% | -52.4% |
| 3Y | -59.2% | +111.7% | -171.0% | -67.2% |
| All | -74.7% | -26.7% | -48.0% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling