-29.3%
NKE vs RIOT
+971.4%
-1,000.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.3% | +18.4% | -20.8% | -3.2% |
| 30D | -10.4% | +13.8% | -24.1% | -11.2% |
| 3M | -15.5% | -12.7% | -2.7% | -15.4% |
| 6M | -32.6% | +50.1% | -82.8% | -34.9% |
| YTD | -39.8% | +74.2% | -114.0% | -42.6% |
| 1Y | -47.6% | +45.1% | -92.7% | -49.8% |
| 3Y | -59.0% | +101.6% | -160.6% | -63.0% |
| 5Y | -74.9% | -29.6% | -45.3% | -77.5% |
| 10Y | -21.9% | +528.1% | -550.1% | -44.0% |
| All | -29.3% | +971.4% | -1,000.7% | -49.1% |
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