+106.6%
RIOT vs NEM
+241.5%
-134.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.2% |
| 7D | -0.9% | -3.3% | +2.4% | +0.6% |
| 30D | +3.5% | +7.8% | -4.3% | +0.5% |
| 3M | -13.0% | +36.3% | -49.3% | -23.9% |
| 6M | +43.1% | +6.6% | +36.5% | +38.1% |
| YTD | +65.4% | +27.1% | +38.2% | +54.0% |
| 1Y | +27.7% | +62.3% | -34.6% | +11.5% |
| All | +106.6% | +241.5% | -134.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling