-31.7%
RIOT vs NVTS
-16.8%
-14.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +5.7% | -16.5% | +22.2% | +10.3% |
| 3M | -17.9% | -47.6% | +29.8% | -5.2% |
| 6M | +45.0% | +7.3% | +37.7% | +35.0% |
| YTD | +69.5% | +62.9% | +6.6% | +42.4% |
| 1Y | +37.2% | +91.3% | -54.1% | +8.6% |
| 3Y | +111.7% | +43.4% | +68.3% | +61.3% |
| All | -31.7% | -16.8% | -14.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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