+485.8%
RIOT vs NWSA
+149.4%
+336.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.3% |
| 7D | -1.5% | -2.8% | +1.3% | +0.8% |
| 30D | +5.7% | +3.0% | +2.6% | +2.7% |
| 3M | -17.9% | +12.3% | -30.2% | -28.0% |
| 6M | +45.0% | +21.9% | +23.1% | +18.0% |
| YTD | +69.5% | +13.6% | +55.9% | +43.6% |
| 1Y | +37.2% | +0.5% | +36.7% | +29.2% |
| 3Y | +111.7% | +43.8% | +68.0% | +48.8% |
| 5Y | -27.5% | +41.2% | -68.7% | -46.5% |
| All | +485.8% | +149.4% | +336.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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