+627.6%
RIOT vs PBF
+196.5%
+431.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +4.8% | +6.5% | -1.6% | +3.5% |
| 30D | +16.0% | -20.0% | +36.0% | +20.7% |
| 3M | -8.8% | -3.3% | -5.5% | -9.8% |
| 6M | -29.7% | +76.8% | -106.5% | -39.6% |
| YTD | +38.3% | +168.9% | -130.7% | +4.3% |
| 1Y | +26.2% | +96.4% | -70.1% | +2.1% |
| 3Y | +79.0% | +77.2% | +1.8% | +41.9% |
| 5Y | -60.4% | +417.7% | -478.1% | -77.1% |
| 10Y | +638.6% | +264.7% | +373.8% | +305.7% |
| All | +627.6% | +196.5% | +431.1% | +253.5% |
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