+65.7%
RIOT vs NOC
-10.0%
+75.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.5% |
| 7D | +14.8% | -5.2% | +20.0% | +15.8% |
| 30D | +1.4% | -7.2% | +8.6% | +2.0% |
| 3M | -20.6% | -5.1% | -15.5% | -20.4% |
| 6M | +31.9% | -31.1% | +63.0% | +60.7% |
| YTD | +72.1% | -8.6% | +80.6% | +64.9% |
| 1Y | +65.7% | -9.7% | +75.4% | +79.9% |
| All | +65.7% | -10.0% | +75.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling