+824.5%
RIOT vs NTAP
+819.0%
+5.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.8% |
| 7D | +25.1% | +3.3% | +21.9% | +22.7% |
| 30D | +8.5% | -0.2% | +8.7% | +7.8% |
| 3M | -13.4% | +11.4% | -24.7% | -20.9% |
| 6M | +57.1% | +88.7% | -31.5% | -5.3% |
| YTD | +75.7% | +78.9% | -3.2% | +8.9% |
| 1Y | +65.6% | +58.8% | +6.8% | +12.2% |
| 3Y | +103.3% | +153.5% | -50.3% | -4.1% |
| 5Y | -26.7% | +136.7% | -163.5% | -62.1% |
| 10Y | +527.2% | +590.2% | -63.0% | +109.1% |
| All | +824.5% | +819.0% | +5.5% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling