+619.6%
RIOT vs PH
+700.2%
-80.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.8% | +4.3% | +0.5% | +1.0% |
| 30D | +16.0% | +0.1% | +15.9% | +15.8% |
| 3M | -8.8% | -9.4% | +0.6% | -0.3% |
| 6M | -29.7% | +8.8% | -38.4% | -34.9% |
| YTD | +38.3% | +9.6% | +28.7% | +27.9% |
| 1Y | +26.2% | +14.4% | +11.8% | +12.2% |
| 3Y | +79.0% | +134.5% | -55.6% | -9.9% |
| 5Y | -60.4% | +204.4% | -264.8% | -83.4% |
| All | +619.6% | +700.2% | -80.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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