-26.7%
RIOT vs NUE
+146.6%
-173.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | +5.7% | -4.6% | +10.2% | +8.7% |
| 3M | -17.9% | -0.3% | -17.5% | -19.1% |
| 6M | +45.0% | +51.9% | -6.9% | +4.0% |
| YTD | +69.5% | +60.0% | +9.5% | +16.6% |
| 1Y | +37.2% | +82.9% | -45.7% | -14.9% |
| 3Y | +111.7% | +66.0% | +45.8% | +37.3% |
| All | -26.7% | +146.6% | -173.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling