+791.7%
RIOT vs PBR
+1,160.6%
-368.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -1.5% | +5.4% | -6.9% | -3.4% |
| 30D | +5.7% | +22.9% | -17.2% | -2.2% |
| 3M | -17.9% | +19.6% | -37.5% | -23.6% |
| 6M | +45.0% | +16.5% | +28.5% | +34.0% |
| YTD | +69.5% | +86.7% | -17.2% | +31.0% |
| 1Y | +37.2% | +74.7% | -37.5% | +8.4% |
| 3Y | +111.7% | +102.6% | +9.2% | +56.7% |
| 5Y | -27.5% | +566.6% | -594.1% | -67.7% |
| 10Y | +511.1% | +686.1% | -175.0% | +132.8% |
| All | +791.7% | +1,160.6% | -368.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling