+791.7%
RIOT vs NRG
+983.2%
-191.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | -17.9% | -8.0% | -9.9% | -14.6% |
| 6M | +45.0% | -23.2% | +68.1% | +62.5% |
| YTD | +69.5% | -28.1% | +97.5% | +95.5% |
| 1Y | +37.2% | -27.3% | +64.5% | +58.1% |
| 3Y | +111.7% | +208.7% | -96.9% | +28.7% |
| 5Y | -27.5% | +197.7% | -225.2% | -55.5% |
| 10Y | +511.1% | +1,103.3% | -592.3% | +189.0% |
| All | +791.7% | +983.2% | -191.5% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling