-26.7%
RIOT vs NRG
+194.8%
-221.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.6% |
| 7D | -1.5% | -4.7% | +3.2% | +1.2% |
| 30D | +5.7% | -6.0% | +11.6% | +9.0% |
| 3M | -17.9% | -8.0% | -9.9% | -14.1% |
| 6M | +45.0% | -23.2% | +68.1% | +66.0% |
| YTD | +69.5% | -28.1% | +97.5% | +100.7% |
| 1Y | +37.2% | -27.3% | +64.5% | +62.1% |
| 3Y | +111.7% | +208.7% | -96.9% | +2.3% |
| All | -26.7% | +194.8% | -221.5% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling