+111.7%
RIOT vs PBR
+99.7%
+12.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -1.5% | +5.4% | -6.9% | -3.3% |
| 30D | +5.7% | +22.9% | -17.2% | -2.1% |
| 3M | -17.9% | +19.6% | -37.5% | -23.4% |
| 6M | +45.0% | +16.5% | +28.5% | +32.2% |
| YTD | +69.5% | +86.7% | -17.2% | +21.0% |
| 1Y | +37.2% | +74.7% | -37.5% | +0.9% |
| 3Y | +111.7% | +102.6% | +9.2% | +28.5% |
| All | +111.7% | +99.7% | +12.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling