+791.7%
RIOT vs NTRS
+282.9%
+508.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.6% |
| 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% | -25.5% |
| 6M | +45.0% | +35.5% | +9.4% | +10.6% |
| YTD | +69.5% | +40.6% | +28.9% | +25.8% |
| 1Y | +37.2% | +49.2% | -12.0% | -2.9% |
| 3Y | +111.7% | +167.2% | -55.5% | -4.9% |
| 5Y | -27.5% | +94.9% | -122.5% | -57.1% |
| 10Y | +511.1% | +259.5% | +251.6% | +148.5% |
| All | +791.7% | +282.9% | +508.8% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling