-26.7%
RIOT vs NI
+96.9%
-123.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +5.7% | -1.4% | +7.0% | +6.5% |
| 3M | -17.9% | -10.6% | -7.3% | -12.9% |
| 6M | +45.0% | -9.3% | +54.3% | +51.8% |
| YTD | +69.5% | +1.1% | +68.3% | +68.2% |
| 1Y | +37.2% | +3.4% | +33.8% | +35.1% |
| 3Y | +111.7% | +67.9% | +43.9% | +73.0% |
| All | -26.7% | +96.9% | -123.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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