+37.2%
RIOT vs NOC
-9.0%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +5.7% | -9.7% | +15.4% | +7.4% |
| 3M | -17.9% | -5.6% | -12.2% | -17.2% |
| 6M | +45.0% | -28.6% | +73.6% | +75.1% |
| YTD | +69.5% | -7.9% | +77.3% | +59.4% |
| 1Y | +37.2% | -9.5% | +46.7% | +38.5% |
| All | +37.2% | -9.0% | +46.1% | +38.5% |
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