-23.0%
RIOT vs NTR
+97.9%
-121.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.7% |
| 30D | +5.7% | +16.8% | -11.1% | -4.5% |
| 3M | -17.9% | +20.7% | -38.6% | -28.3% |
| 6M | +45.0% | +0.5% | +44.4% | +38.8% |
| YTD | +69.5% | +29.2% | +40.3% | +35.8% |
| 1Y | +37.2% | +39.6% | -2.4% | +3.6% |
| 3Y | +111.7% | +37.9% | +73.9% | +57.1% |
| 5Y | -27.5% | +47.1% | -74.6% | -53.1% |
| All | -23.0% | +97.9% | -121.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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