-9.8%
RIOT vs PCOR
-30.9%
+21.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +5.8% |
| 7D | +14.8% | -9.0% | +23.8% | +21.9% |
| 30D | +1.4% | +4.2% | -2.8% | -2.6% |
| 3M | -20.6% | +14.4% | -35.1% | -30.4% |
| 6M | +31.9% | +0.2% | +31.7% | +20.0% |
| YTD | +72.1% | -20.3% | +92.3% | +80.6% |
| 1Y | +65.7% | -16.1% | +81.8% | +64.2% |
| 3Y | +97.5% | -14.7% | +112.2% | +84.6% |
| 5Y | -36.7% | -43.2% | +6.5% | -37.1% |
| All | -9.8% | -30.9% | +21.1% | -5.5% |
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