+485.8%
RIOT vs NTRS
+259.9%
+225.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.5% |
| 7D | -1.5% | +1.4% | -2.9% | -2.8% |
| 30D | +5.7% | -0.7% | +6.3% | +6.1% |
| 3M | -17.9% | +11.3% | -29.2% | -25.7% |
| 6M | +45.0% | +35.5% | +9.4% | +9.8% |
| YTD | +69.5% | +40.6% | +28.9% | +24.8% |
| 1Y | +37.2% | +49.2% | -12.0% | -3.9% |
| 3Y | +111.7% | +167.2% | -55.5% | -7.2% |
| 5Y | -27.5% | +94.9% | -122.5% | -57.7% |
| All | +485.8% | +259.9% | +225.8% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling