+2.0%
RIOT vs PCOR
-4.3%
+6.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.6% |
| 7D | +49.2% | +22.2% | +27.0% | +47.7% |
| 30D | +4.6% | +36.0% | -31.4% | +3.7% |
| 3M | -13.9% | +34.0% | -47.9% | -14.4% |
| 6M | -26.7% | +43.5% | -70.2% | -25.1% |
| YTD | +39.4% | +5.1% | +34.3% | +51.8% |
| All | +2.0% | -4.3% | +6.3% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling