-29.3%
RIOT vs NTAP
+122.8%
-152.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.1% |
| 30D | +3.5% | -7.5% | +11.0% | +9.5% |
| 3M | -13.0% | +14.6% | -27.6% | -24.3% |
| 6M | +43.1% | +91.0% | -47.9% | -27.1% |
| YTD | +65.4% | +73.7% | -8.3% | -9.2% |
| 1Y | +27.7% | +51.2% | -23.5% | -19.3% |
| 3Y | +91.3% | +146.1% | -54.8% | -38.6% |
| 5Y | -29.3% | +122.8% | -152.1% | -74.1% |
| All | -29.3% | +122.8% | -152.0% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling