+816.6%
RIOT vs NI
+148.0%
+668.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +18.4% | +1.3% | +17.2% | +18.0% |
| 30D | +13.8% | -0.3% | +14.0% | +13.9% |
| 3M | -12.7% | -9.5% | -3.3% | -9.9% |
| 6M | +50.1% | -10.2% | +60.4% | +55.1% |
| YTD | +74.2% | +1.8% | +72.4% | +73.4% |
| 1Y | +45.1% | +5.7% | +39.4% | +43.0% |
| 3Y | +101.6% | +69.6% | +31.9% | +76.1% |
| 5Y | -29.6% | +95.8% | -125.4% | -40.4% |
| 10Y | +528.1% | +145.1% | +383.0% | +467.3% |
| All | +816.6% | +148.0% | +668.6% | +762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling