+824.5%
RIOT vs NOC
+208.6%
+615.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +25.1% | -2.7% | +27.8% | +26.0% |
| 30D | +8.5% | -8.9% | +17.3% | +10.9% |
| 3M | -13.4% | -3.7% | -9.7% | -13.1% |
| 6M | +57.1% | -30.8% | +87.9% | +73.3% |
| YTD | +75.7% | -7.9% | +83.6% | +78.0% |
| 1Y | +65.6% | -9.4% | +75.1% | +68.8% |
| 3Y | +103.3% | +29.0% | +74.3% | +79.4% |
| 5Y | -26.7% | +56.1% | -82.8% | -42.4% |
| 10Y | +527.2% | +186.3% | +340.9% | +299.7% |
| All | +824.5% | +208.6% | +615.9% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling