+791.7%
RIOT vs NYT
+485.2%
+306.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +5.7% | +4.6% | +1.1% | +3.1% |
| 3M | -17.9% | -9.6% | -8.3% | -15.7% |
| 6M | +45.0% | -14.0% | +59.0% | +52.5% |
| YTD | +69.5% | -2.8% | +72.3% | +65.3% |
| 1Y | +37.2% | +15.6% | +21.6% | +19.5% |
| 3Y | +111.7% | +56.3% | +55.4% | +51.7% |
| 5Y | -27.5% | +39.5% | -67.0% | -46.5% |
| 10Y | +511.1% | +488.0% | +23.0% | +219.2% |
| All | +791.7% | +485.2% | +306.5% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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