-26.7%
RIOT vs NEM
+155.2%
-181.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | +5.7% | +7.8% | -2.2% | +2.4% |
| 3M | -17.9% | +30.2% | -48.1% | -27.3% |
| 6M | +45.0% | +9.6% | +35.4% | +38.8% |
| YTD | +69.5% | +27.8% | +41.6% | +55.0% |
| 1Y | +37.2% | +60.7% | -23.5% | +14.1% |
| 3Y | +111.7% | +245.3% | -133.6% | +25.5% |
| All | -26.7% | +155.2% | -181.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling