+471.6%
RIOT vs PBF
+367.4%
+104.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.4% |
| 30D | +3.5% | +11.6% | -8.1% | +0.5% |
| 3M | -13.0% | +81.7% | -94.7% | -24.6% |
| 6M | +43.1% | +96.4% | -53.3% | +18.3% |
| YTD | +65.4% | +189.5% | -124.1% | +23.6% |
| 1Y | +27.7% | +180.7% | -153.0% | -4.7% |
| 3Y | +91.3% | +56.6% | +34.7% | +56.8% |
| 5Y | -29.3% | +802.0% | -831.3% | -64.5% |
| All | +471.6% | +367.4% | +104.2% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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