+816.6%
RIOT vs NEM
+511.5%
+305.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.5% |
| 7D | +18.4% | +3.1% | +15.4% | +16.9% |
| 30D | +13.8% | +10.0% | +3.8% | +9.2% |
| 3M | -12.7% | +30.9% | -43.6% | -22.9% |
| 6M | +50.1% | +10.5% | +39.6% | +43.5% |
| YTD | +74.2% | +29.7% | +44.5% | +57.0% |
| 1Y | +45.1% | +71.1% | -26.0% | +14.6% |
| 3Y | +101.6% | +252.1% | -150.5% | +9.8% |
| 5Y | -29.6% | +157.7% | -187.3% | -57.0% |
| 10Y | +528.1% | +319.4% | +208.8% | +236.9% |
| All | +816.6% | +511.5% | +305.1% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling