+805.4%
RIOT vs PBF
+207.8%
+597.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +14.8% | +4.3% | +10.5% | +13.8% |
| 30D | +1.4% | +22.0% | -20.6% | -3.5% |
| 3M | -20.6% | +74.5% | -95.1% | -30.5% |
| 6M | +31.9% | +67.7% | -35.8% | +13.1% |
| YTD | +72.1% | +179.2% | -107.1% | +30.4% |
| 1Y | +65.7% | +170.0% | -104.3% | +25.4% |
| 3Y | +97.5% | +66.4% | +31.1% | +60.2% |
| 5Y | -36.7% | +764.5% | -801.2% | -67.3% |
| 10Y | +550.1% | +358.5% | +191.6% | +252.3% |
| All | +805.4% | +207.8% | +597.6% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling