+45.0%
RIOT vs PBR
+20.9%
+24.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.2% |
| 7D | -1.5% | +5.4% | -6.9% | +0.3% |
| 30D | +5.7% | +22.9% | -17.2% | +12.8% |
| 3M | -17.9% | +19.6% | -37.5% | -12.6% |
| 6M | +45.0% | +16.5% | +28.5% | +43.3% |
| All | +45.0% | +20.9% | +24.1% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling