+770.1%
RIOT vs NTRA
+3,358.5%
-2,588.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +3.5% | +4.3% | -0.8% | +2.1% |
| 3M | -13.0% | +50.6% | -63.6% | -26.3% |
| 6M | +43.1% | +63.9% | -20.8% | +17.2% |
| YTD | +65.4% | +42.4% | +23.0% | +42.2% |
| 1Y | +27.7% | +92.1% | -64.3% | -1.4% |
| 3Y | +91.3% | +501.7% | -410.4% | -4.1% |
| 5Y | -29.3% | +171.4% | -200.7% | -58.3% |
| 10Y | +496.3% | +3,161.4% | -2,665.1% | +163.6% |
| All | +770.1% | +3,358.5% | -2,588.4% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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