-22.2%
RIOT vs NTRS
+37.4%
-59.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.2% | 0.0% |
| 7D | +7.4% | -0.9% | +8.3% | +8.8% |
| 30D | -22.0% | +1.1% | -23.2% | -22.5% |
| 3M | -31.3% | -6.6% | -24.7% | -26.8% |
| 6M | -27.5% | +7.1% | -34.5% | -32.8% |
| YTD | +16.5% | +27.4% | -10.9% | -15.3% |
| 1Y | -22.2% | +36.5% | -58.7% | -47.4% |
| All | -22.2% | +37.4% | -59.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling