+485.8%
RIOT vs NTAP
+650.8%
-165.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.5% | -6.1% | -3.4% |
| 7D | -1.5% | +7.4% | -8.9% | -6.4% |
| 30D | +5.7% | -1.4% | +7.0% | +6.0% |
| 3M | -17.9% | +24.6% | -42.4% | -31.1% |
| 6M | +45.0% | +105.9% | -60.9% | -19.9% |
| YTD | +69.5% | +88.5% | -19.1% | -1.1% |
| 1Y | +37.2% | +62.1% | -24.9% | -10.0% |
| 3Y | +111.7% | +169.1% | -57.3% | -8.3% |
| 5Y | -27.5% | +141.9% | -169.4% | -64.6% |
| All | +485.8% | +650.8% | -165.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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