-24.4%
RIOT vs PCOR
-7.7%
-16.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.1% |
| 7D | +18.9% | +2.5% | +16.4% | +17.1% |
| 30D | +11.0% | +37.9% | -26.9% | -10.0% |
| 3M | -9.7% | +32.0% | -41.7% | -26.4% |
| 6M | -27.9% | +54.7% | -82.6% | -49.1% |
| YTD | +44.3% | +6.6% | +37.7% | +24.0% |
| 1Y | +13.3% | -1.7% | +14.9% | +4.0% |
| 3Y | +76.4% | +49.0% | +27.5% | +12.5% |
| 5Y | -53.8% | -12.5% | -41.2% | -62.6% |
| All | -24.4% | -7.7% | -16.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling