-30.9%
RIOT vs PCOR
-10.3%
-20.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.6% | +13.4% |
| 7D | +30.4% | +22.7% | +7.7% | +14.0% |
| 30D | -9.9% | +37.5% | -47.3% | -26.8% |
| 3M | -21.2% | +35.2% | -56.4% | -36.9% |
| 6M | -29.5% | +42.2% | -71.7% | -47.6% |
| YTD | +31.9% | +3.6% | +28.3% | +15.3% |
| 1Y | -3.6% | -4.8% | +1.1% | -9.7% |
| 3Y | +51.8% | +48.3% | +3.4% | -3.8% |
| 5Y | -46.9% | -20.1% | -26.9% | -55.8% |
| All | -30.9% | -10.3% | -20.6% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling