+485.8%
RIOT vs NRG
+1,083.9%
-598.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.7% |
| 7D | -1.5% | -4.7% | +3.2% | +0.7% |
| 30D | +5.7% | -6.0% | +11.6% | +8.5% |
| 3M | -17.9% | -8.0% | -9.9% | -14.6% |
| 6M | +45.0% | -23.2% | +68.1% | +62.8% |
| YTD | +69.5% | -28.1% | +97.5% | +95.8% |
| 1Y | +37.2% | -27.3% | +64.5% | +58.3% |
| 3Y | +111.7% | +208.7% | -96.9% | +27.7% |
| 5Y | -27.5% | +197.7% | -225.2% | -55.8% |
| All | +485.8% | +1,083.9% | -598.2% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling